2019 Winter Release is live for Fairways Debt. Check out our new features and developments.
| Application | Feature or Enhancement |
|---|---|
| Analysis & Reporting | |
| Calendar | |
| Debt & Derivatives | |
| Market |
|
Analysis & Reporting
Debt & Derivatives
Weekly and Monthly Weighted Average
You used to be able to compute the weighted average daily. Now, you can also do it weekly and monthly.
- Open a draft transaction with a floating index.
- Click Edit in the Indexation panel.
- Enable Advanced.
- Select Weekly Weighted Average or Monthly Weighted Average in the Interest Rate Computation Method.
- Complete the reset date rule.
Cancelable Swaps: American Date Range
The application now supports American swaptions for cancelable swaps.
- Open a draft swap.
- Click Edit in the Cancelation Option panel.
Credit and Debit Valuation Adjustments (CVA/DVA)
Credit and debit valuation adjustments are now available for interest rate swaps (IRS), caps, floors and collars. These settings impact the key indicators in the product overview.
Note: These settings are currently only based on American curves. Please contact your Finance Active consultant if you wish to use them for other curves than the American ones.
- Open a draft product: IRS, cap, floor or collar.
- Navigate to CVA/DVA.
- Click Edit to complete the CVA/DVA details.
These details impact the mark-to-market data in the product overview.
Miscellaneous
Teaming up with Salvia, we developed a connector specific to Habitat (French Housing). This connector enables us to quickly export transactions from Salvia and import them to Fairways Debt.
From Fall to Winter
- Associate multiple transactions with a guarantee
- New frequency item: Weekly
- New column in facility agreements: Fees
- Schedule report: Data in the context and the transaction currencies
Coming Soon...
- New product for social housing in the Netherlands
- More features to facilitate the use of custom properties: history values, etc.