2019 Winter Release is live for Fairways Debt. Check out our new features and developments.
|Application||Feature or Enhancement|
|Analysis & Reporting|
|Debt & Derivatives|
Analysis & Reporting
Debt & Derivatives
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.
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 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.
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
- New product for social housing in the Netherlands
- More features to facilitate the use of custom properties: history values, etc.