Modelling inflation swaps in LUSID

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

Mastering an instrument

There are numerous tools you can use to master an InflationSwap 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 InflationSwap. For more information on these fields, select InflationSwap from the definition dropdown in the UpsertInstruments API reference, or alternatively examine the InflationSwap schema:

More information coming soon...