Quantum Ideas Portal
Welcome to the FIS Treasury and Risk Manager - Quantum Edition Aha! Ideas Portal.

By visiting this portal, you will be able to contribute towards the evolution of the Quantum solution through interactions with other Quantum users, FIS trusted partners and FIS staff from around the world. Each Portal User receives 5 votes. Each user is allowed 1 vote per idea. Votes are reset when an idea is in a final state i.e. Shipped (delivered in the product).

Users will receive weekly email updates that highlight new activity. Users will receive emails for their created ideas when:

  • Status changes

  • Comment changes

Be aware that when you post content, other community members will see your name. FIS is not responsible for content posted by other Aha! Ideas Portal Users.

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Quantum

Showing 188 of 188

WHT - Gross up – Bond Periodic & FRN-CGL

Extend Gross Up option to Bond Periodic and FRN-CGL Formulas for MM & Security Deals. Borrowing: WHT on Net Interest basis (Current functionality) Interest = Face Value * Rate * Year Frac Amount Paid to Counterparty: Interest * (1 - WHT Ta...
Mark Zumbraegel almost 4 years ago in Strategic 0 Likely to implement

Brazil IPCA Indexation support - Swap Deals

Brazil has a unique type of indexation that Qt currently does not support. This type of indexation is used both for gov & corporate sector securities (Bond like instruments) and for corporate borrowing/lending (Yield CDI). This idea is to supp...
Mark Zumbraegel about 4 years ago in Strategic 0 Future consideration

View/Run User Group security on Public Reports

Currently you can save the reports as only Private or Public. In case of Public all users can access them. We would like 3rd option to be able to share the reports with only specific User groups as defined in security setupCurrently you make the r...
Mark Zumbraegel over 4 years ago in  0 Future consideration

IRS - term changes from one period to another

Ability to enter and value interest rate swaps where the floating rate tenor changes – e.g. 1M for a period to 3M for the remainder of the swap.. This is not natively available. This is normally supported by having 2 transactions for the periods o...
Mark Zumbraegel over 4 years ago in  0 Future consideration

Callable Bonds/Swaps - breakout valuation components

For callable deals, need the ability to view the components separately and the overall results (e.g callable swap – requirement to see swap cashflows, option cashflows and then overall combined result) This can be valued in Quantum Analytics and p...
Mark Zumbraegel over 4 years ago in  0 Unlikely to implement

Yield CDI Periodic support in IRSwaps - Brazil

Currently, only Yield CDI At Maturity is supported, require support for Yield CDI Periodic for both IR Swaps and XCCY Swaps (including Spread Exclusive)
Mark Zumbraegel over 4 years ago in  0 Future consideration

Extended Stub Period >2 coupon periods

Ability to create a long odd period that is greater than 365 days or 2 x coupon period. AQT-47237 raised as bug, but rejected FAD. This is very common in the CAD bond market, plus in the USD ABS market.
Mark Zumbraegel over 4 years ago in Tactical 0 Likely to implement

Ability to specify fixed rate Yield-CDI periodic deals

Currently, Yield-CDI periodic can only be floating, can't specify instrument as being fixed
Mark Zumbraegel over 4 years ago in  0 Future consideration