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).

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Status Future consideration
Categories Requests
Created by Suzanne Cooke
Created on Apr 4, 2023

RELATED IDEAS

Capital Accrual Day Count 'Number of Days in Period for FRN CGL

As a
client representative

I want to
be able to set up Capital Accrual Day Count in Money Market / Security Accounting Rules to "User number of Days in period" for FRN CGL formula deals (instead of current defaulting to USE DEAL INCOME DAY BASIS for non-bond style instruments)

So that
Capital accruals can be calculated on an ACTUAL basis instead of Bond day count.

Background
Needed for the calculation of book value and unrealized gain loss. While migrating the investment activities of US based clients from APS2 to QTM, we noticed discrepancies in the calculation of Book Values and Unrealized gain/loss for ABS and FRN notes between QTM and APS2 due to this setting.

see issue AQT-69319: FRN deal ignored number of days in capital accruals calculation

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