Skip to Main Content
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.


Status Future consideration
Created by Erik Rosenberg
Created on Dec 12, 2024

Fixing IBOR stub periods

For IBOR instruments (IRS,CCS, FRN, MM), Quantum should do calculation of the interpolated interest for uneven stub periods and use that for fixing the floating rate. This only applies to the stub period when it is fixed, i.e. 2 days before the stub interest period start. Interpolation is done according to ISDA standard for that currency (STIBOR 1w, 1m, 2m, 3m, 6m; EURIBOR 1w, 1m, 3m, 6m, 12m).

  • Attach files