Modelling FX swaps in LUSID

  • Updated on Jul 17, 2025
  • Published on Jul 17, 2025
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You can model an FX swap contract as an instrument of type FxSwap in LUSID. See all supported instruments.

There are numerous tools you can use to master an FxSwap in the LUSID Security Master.

Some fields are common to all types of instrument, such as an intuitive name, the requirement to specify a set of identifiers, and the facility to store extra information as properties.

Fields in the economic definition object are specific to FxSwap. For more information on these fields, select FxSwap from the definition dropdown in the UpsertInstruments API reference, or alternatively examine the FxSwap schema:

More information coming soon...