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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Created by Rene Schulze
Created on Feb 24, 2025

RELATED IDEAS

Commercial Paper Discount accrual based on Yield Rate

We're trying to create a commercial paper instrument that would accrue a discount value based on the yield rate. I was trying various instruments with the one with formula timing "zero coupon disc on maturity" being the closest on what I need.

Unfortunately the values I am getting are still not exactly the same as the ones I am expecting as the accrual is based on Interest Rate applied to discounted value, not on the yield rate applied to face value, as I would expect.

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  • Admin
    Mark Zumbraegel
    Reply
    |     Feb 24, 2025

    Hi there,

    Have you contacted client support on this? Also, the accruals are driven by the Accrual Method setting on the Accounting Rules page. It sounds like that setting should be set to "Yield" and may be set for Straight Line instead.

    Regards, Mark

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