2019/01/08 - Fairways Debt - Winter Release

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
  • New market data:
    • CMS curve
    • Inflation CDC
    • Sifma

 

Analysis & Reporting
FX Rate Scenario

Simulate different rate scenarios, using group rate scenarios with Forex rates:

 

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.

  1. Open a draft transaction with a floating index.
  2. Click Edit in the Indexation panel.
  3. Enable Advanced.
  4. Select Weekly Weighted Average or Monthly Weighted Average in the Interest Rate Computation Method.
  5. Complete the reset date rule.

WeightedAverage_Weekly_EN.png

WeightedAverage_Monthly_EN.png

Cancelable Swaps: American Date Range

The application now supports American swaptions for cancelable swaps.

  1. Open a draft swap.
  2. Click Edit in the Cancelation Option panel.

Swap_Cancelable_American_EN.png

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.

  1. Open a draft product: IRS, cap, floor or collar.
  2. Navigate to CVA/DVA.
  3. Click Edit to complete the CVA/DVA details.

CVADVA_EN.png

These details impact the mark-to-market data in the product overview.

CVADVA_Overview_EN.png

 

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

Coming Soon...

  • New product for social housing in the Netherlands
  • More features to facilitate the use of custom properties: history values, etc.
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