Payment schedules

When mastering certain types of instrument in LUSID, you must specify rules for payments arising during the lifetime of those instruments: A flow convention determines the date schedule for a leg or set of cashflows. This is represented in LU...

You must specify both a roll convention and a business day convention when you create a flow convention to schedule cashflows for certain types of instrument: The roll convention determines what day a payment occurs. The business day con...

You must specify a day count convention when you create a flow convention and/or an index convention to determine a precise number of days between two dates. The number of days helps determine how much gets paid in cashflows distributed by cert...

A calendar in LUSID is a repository of market holiday data that can contain: All the holiday dates in a particular jurisdiction for as many years as data is provided for, for example a GBP calendar containing all UK public holidays for the next...