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.

Add a new idea Subscribe
Status Already exists
Created by Luca Restagno
Created on Oct 21, 2024

RELATED IDEAS

View/Export Curve's Daily Interpolated Points

Currently, the only way to see daily interpolated points of a curve for a specific date is to create a dummy deal paying daily and look ad the deal analyse page. It would be interesting to have a page where, given curve/date/interpolation method, the system shows the full curve and you can export the daily points. Ideally, a built-in curve comparison would be a plus.

  • Attach files
  • Admin
    Adam Barnes
    Reply
    |     Nov 25, 2024

    The idea behind option 1 is to build an Analytics query. This would support all the same export options as other queries: excel, csv, DB table, etc. But this is a concept that requires proof in order to ensure it meets requirements.

    4 replies
  • Luca Restagno
    Reply
    |     Nov 18, 2024

    Would option (1) allow for export?

  • Admin
    Mark Zumbraegel
    Reply
    |     Nov 15, 2024

    We can think of a few options for viewing this kind of data, but perhaps not in a single tool with export and comparison functions.

    1. Query with Daily Time profile and functions. Attach a Daily frequency time profile to a query then pass the time profile dates into 'Discount Factor', 'Zero rate', or "Market Rate', functions to find the daily rates. The rate name property can be hard coded or passed from the 'Yield Curve' and/or 'Project Yield Curve' group by columns. This approach should allow for curve comparison.

    2. Interest Rate Calculator Tool. Allows for only a single interpolated rate through the 'Calculated Rates' area. This would likely be the tool for any further enhancement.

    image.png
    image.png
    Open full size
    image.png
    2 replies