Modelling interest rate swaps in LUSID

  • Updated on Mar 17, 2025
  • Published on Aug 7, 2024

You can model an interest rate swap contract as an instrument of type InterestRateSwap in LUSID. See all supported instruments.

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

More information coming soon...