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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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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.


Status Future consideration
Created by Phil Morton
Created on Jul 25, 2023

Commodity Swap Basis Definition - Allow Analytics Only Rate Names

The Basis field on the Quantum CMS Instrument and Deal field is populated by a Lookup on the Analytics Rate Definitions. These Rate Definitions can be created using a Rate Name which is

  • Specified in Analytics

  • Generated based a concatenation of a Quantum Rate Name and Rate Type

When the selected Rate Definition is generated based on the Quantum Rate Name and Rate Type, the Rate Name will also record the Quantum Rate Name and Rate Type (populated in fields, External Rate Name and External Rate Type).

Currently it is only possible to select a Basis value generated based on the Quantum Rate Name and Rate Type values. If you select an Analytics only Rate Name, then validation will prevent this from saving.

The client issue looks to be that an Instrument had been saved using a Rate Definition that was based on an Analytics only Rate Name. At some point the code must have allowed this.

Going forward it would be good to review this functionality. In particular could Rate Definitions using Analytics only Rate Names be supported – especially given the future direction is to remove Quantum Analytics Rate replication.

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