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:

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Status Future consideration
Categories Requests
Created by Phil Morton
Created on Apr 10, 2023

RELATED IDEAS

Roll Repo Interest Calculation

Currently when you roll a Repo Deal the Interest as calculated for each roll period (as the Renegotiation can change the Face Value, Rate, and whether the interest is accumulated/paid/captialised).

Haitong has requested that the Repo is treated as not having a maturity

  • All clients open Repos undergo daily rollovers, until they are closed.

  • Repos traded without a set maturity, which are only closed when FO closes them.

At maturity, the resulting cash flow should be calculated for the entire interest period. Currently Quantum calculates as sub periods (where the subperiod interest is rounded).

Potentially a rounding setting would need to be introduced, so that the subperiod interest calculation is not rounded.

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