LUSID enables you to model a wide range of securities quickly and easily using instrument types.
Choosing the right instrument type for the security you want to model enables LUSID to calculate holdings and valuations correctly.
| Supported features | ||||||||||
| Trade management | Analytics | |||||||||
| LUSID instrument type (click link for those with documentation) | Booking | Lifecycle events | Cashflow generation | Simple valuation (ie. Quote, CTVoM) | Model valuation (ie. Discounting, BlackScholes) | Accrual | Exposure | |||
| Equity | Flow | Equity | Equity | N/A | N/A | |||||
| Contract For Difference (CFD) | ContractForDifference | |||||||||
| Equity swap | EquitySwap | |||||||||
| ETD | Exchange Traded Future | Future | N/A | N/A | ||||||
| Exchange Traded Option (Cash Settled) | ExchangeTradedOption | N/A | ||||||||
| Exchange Traded Option (Physically Settled) | N/A | |||||||||
| OTC | Equity European Option | EquityOption | N/A | |||||||
| Equity European Cash-settled Option | N/A | |||||||||
| Equity Rights Issue | N/A | |||||||||
| Equity Warrant | N/A | |||||||||
| Equity Index Option | N/A | |||||||||
| Debt | Flow | Fixed Bond | Bond | |||||||
| Floating Bond | ComplexBond | |||||||||
| Zero Coupon Bond | Bond | |||||||||
| Inflation-linked Bond | InflationLinkedBond | Roadmap | ||||||||
| ETD | Exchange Traded Future | Future | N/A | N/A | ||||||
| Exchange Traded Option (Cash Settled) | ExchangeTradedOption | N/A | ||||||||
| Exchange Traded Option (Physically Settled) | N/A | |||||||||
| Options | Municipal bond | ComplexBond | ||||||||
| Callable Bond | Roadmap | Roadmap | ||||||||
| Puttable Bond | Roadmap | Roadmap | ||||||||
| Sinkable Bond | ||||||||||
| Fixed to Float Bond | ||||||||||
| Convertible Bond | Roadmap | Roadmap | ||||||||
| Rates | Flow | Forward Rate Agreement | ForwardRateAgreement | |||||||
| Interest Rate Swap | InterestRateSwap | |||||||||
| Interest Rate Basis Swap | ||||||||||
| Non-Deliverable Interest Rate Swap | ||||||||||
| Interest Rate Compounding Swap | ||||||||||
| Overnight Index Swap | ||||||||||
| Cross Currency Swap (not resetting principal) | ||||||||||
| Asset Swap | TotalReturnSwap | |||||||||
| Inflation | Zero Coupon Inflation Swap | InflationSwap | Roadmap | |||||||
| Year on Year Inflation Swap | Roadmap | |||||||||
| Money Markets | Term deposit | TermDeposit | ||||||||
| ETD | Exchange Traded Future | Future | N/A | N/A | ||||||
| Exchange Traded Option (Cash Settled) | ExchangeTradedOption | N/A | ||||||||
| Exchange Traded Option (Physically Settled) | N/A | |||||||||
| Options | Interest Rate European Option | InterestRateSwaption | ||||||||
| Interest Rate Cap/Floor | CapFloor | |||||||||
| Credit | Flow | Credit Default Swap (CDS) | CreditDefaultSwap | |||||||
| Credit Default Index Swap (CDX) | CdsIndex | |||||||||
| Amortising loan | SimpleCashFlowLoan | |||||||||
| FX | Flow | FX Forward | FxForward | N/A | ||||||
| FX Swap | FxSwap | N/A | ||||||||
| ETD | Exchange Traded Future | Future | N/A | N/A | ||||||
| Exchange Traded Option (Cash Settled) | ExchangeTradedOption | N/A | ||||||||
| Exchange Traded Option (Physically Settled) | N/A | |||||||||
| Options | European FXOption | FxOption | N/A | |||||||
| European Cash-Settled FXOption | N/A | |||||||||
| European Non-Deliverable FXOption | N/A | |||||||||
| American FXOption | N/A | |||||||||
| Digital European FXOption | N/A | |||||||||
| Commodities | ETD | Exchange Traded Future | Future | N/A | N/A | |||||
| Exchange Traded Option (Cash Settled) | ExchangeTradedOption | N/A | ||||||||
| Securitised finance | Securitised finance | Repurchase Agreement | Repo | |||||||
| Portfolio Securitisation | SimpleInstrument | |||||||||
| Mortgage Back Security (MBS) | ComplexBond | N/A | ||||||||
| Private assets | Private equity | Equity | Equity | N/A | N/A | |||||
| Private credit | Rolling Credit Facility | TermDeposit | ||||||||
| Amortising Loan | SimpleCashFlowLoan | |||||||||
| Funding Leg | FundingLeg | |||||||||
| Payment In Kind | FlexibleLoan | Roadmap | Roadmap | Roadmap | ||||||
Other instruments under consideration:
- Average Rate FXOption (Asian)
- Double Average Rate FXOption (Asian)
- Single Barrier European Option
- Single Barrier American Option
- Double Barrier European Option
- Double Barrier American Option
- Digital European OneTouch FXOption
- Digital European NoTouch FXOption
- Complex loan (PIK)
- Interest Rate Bermudean Swaption
- LPI Swap
- Cross Currency MtM Swap (resetting principal)
- Income Swap
- Cumulative Swap
- Interest Rate Collar