These diagrams are opinionated. They do not display every relationship or field in order to keep them comprehensible. To drill down into an entity, examine the schemas section of the API reference. For example, for the Fund entity: https://www.lusid.com/docs/api/lusid/schemas/Fund . Entity-level diagram ABOR_Entity_Level_ER_Diagram-2024-07-24 483.68 KB Field-level diagram ABOR_Field_Level_ER_Diagram-2024-07-24 863.34 KB

You can use the Scheduler.* providers supplied by FINBOURNE to interact with images, jobs and schedules managed by LUSID's Scheduler . To interact with... Read from using the ... provider Run using the ... provider Jobs Scheduler.Job Scheduler.Job.Run Job run history Scheduler.Job.History N/A Job run history including console output logs Scheduler.Job.HistoryWithLogs Schedules that automate job runs Scheduler.Schedule Scheduler.Schedule.Run Image repositories in the FINBOURNE AWS store Scheduler.Repository N/A Images pushed to the FINBOURNE AWS store Scheduler.Repository.Image

You can monitor and record the details of your placement fills by receiving or manually creating an execution in LUSID. There are several ways to receive or create an execution in LUSID: Receiving executions placed with a third party EMS or broker Manually, using the Order Blotter in the LUSID web app Using the LUSID REST API Using Luminesce Receiving executions placed with a third party EMS or broker If using one of our third party integrations to place orders, LUSID automatically records executions as your placements are fulfilled. You can monitor executions using the Order Blotter in the LUSID web app: Click anywhere on a row in the Order Blotter and navigate to the Placements and Executions tabs to view more details for the selected order block: Once you receive executions, you can monitor or adjust allocations. See how. Using the Order Blotter in the LUSID web app You

to assemble metrics appropriately using the LUSID Python SDK: To value each holding per day, we'll request each metric Value (see Step 7.1 in the Notebook). To value the whole portfolio each day, we'll request LUSID to (see Step 7.2 in the Notebook): Group by Valuation/EffectiveAt  in order to create one entry for the portfolio each day rather than the default of one entry per holding. Sum certain metrics to calculate totals for the portfolio each day, notably Holding/Cost/Pfolio , Valuation/PvInPortfolioCcy and Valuation/PnL/Unrealised/PfolioCcy . Note it doesn't make sense to sum string metrics such as Instrument/default/Name , nor numeric metrics such as Valuation/PV where values might be in different currencies. Valuing the portfolio We can now call the LUSID GetValuation API, passing in an appropriate valuation request. Valuing each holding per day Step 7.1 of the

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Our SIX Flex integration offering leverages FINBOURNE's partnership with SIX Group to enable seamless integration of SIX instrument and quote data with your LUSID domain. To subscribe to the SIX Flex integration: Contact your FINBOURNE sales representative to provision your LUSID domain with the integration. Ensure you have all of the following: Access to a SIX Flex account with the following packages: Core reference Cross reference Valuation price An SFTP configured with SIX Flex. See your SIX Flex user guide for more information. Connect your SIX Flex SFTP to your LUSID domain via Configuration Store. You can now choose data to deliver and load into your LUSID domain: Step 1: Creating subscriptions in the SIX Flex portal to deliver your chosen data to the SIX SFTP server Complete the following steps three times, once for each of the following packages: Core Reference Data Cross Reference Valuation Price In

Each corporate action event has at least one participation type, which in turn determines election types and cardinality. The issuer of your corporate action should provide a specification that determines participation, which you can map to a LUSID participation type as follows: Mandatory , which means there is only ever one election (that is, there is no choice). You must participate and you must choose that election. MandatoryWithChoices , which means there can be one or many elections. You must participate and choose one of the elections. Voluntary , which means there can be one or many elections. You do not have to participate, but if you do you must choose one of the elections. To discover the participation type(s) and elective choices (if any) for a particular event, call the GetTransactionTemplateSpecification API, for example for CashDividendEvent : { "instrumentEventType": "CashDividendEvent", "supportedInstrumentTypes": [ "Equity", "SimpleInstrument" ], "supportedParticipationTypes": [ "Mandatory", "MandatoryWithChoices" ], "supportedElectionTypes": [ { "electionType": "CashElection", "cardinality": { "WhenMandatory": "One", "WhenMandatoryWithChoices

This doc set is under construction. LUSID can produce financial reports in accordance with the double-entry system for all the economic activity in one or more transaction portfolios between two points in time. To get started, you must set up an ABOR (accounting book of record) for those portfolios. See how to do this . Providing you have appropriate permissions, you can interact with financial reports using the LUSID web app : Alternatively, you can interact programmatically: Using the API endpoints in the Funds , FundConfiguration , Abor , AborConfiguration and Chart of Accounts collections. Using equivalent methods in the LUSID SDK in various languages. If you have a Luminesce license, using a set of providers . Explanation : See the big picture Setting up a fund: A checklist Setting up an ABOR: A checklist How does LUSID generate journal entry lines from economic activity in portfolios? Tutorials : Get started by doing something tangible Adding fees

Our DataScope Select integration offering leverages FINBOURNE's partnership with Refinitiv to enable seamless integration of DataScope Select data with your LUSID domain. To subscribe to the DataScope Select integration: Contact your FINBOURNE sales representative to provision your LUSID domain with the integration. Ensure you have access to a DataScope Select account . Connect your DataScope Select account to your LUSID domain via Configuration Store. Once subscribed, the integration provisions your domain with one schedule for each of the following data types, each of which you must configure on Day 1 to deliver and load the data you want into your LUSID domain: Terms and Conditions reference data; see how to configure the DataScope Select integration schedule to import Terms and Conditions reference data. End of Day pricing; see how to configure the DataScope Select integration schedule to import EOD pricing data. End of Day FX rates. Table of contents

the difference between the exercise and strike rates multiplied by the number of contracts when the option is in-the-money, and is 0 (zero) when the option is out-of-the-money. An instrument cannot ‘expire’ in LUSID; it is still available post-maturity, although the valuation is 0. If you set your holding to 0, it will no longer appear in reports unless you are deliberately backdating.

A recipe  has many options in different sections that default to sensible values. Market data options Option Default value Explanation attemptToInferMissingFx false Set to true to infer missing FX rates. For example, if a AUDJPY rate is required for a valuation but cannot be located in the Quote Store, then: If a JPYAUD rate is located LUSID returns the inverse: 1/JPYAUD . LUSID triangulates through USD, GBP and EUR base currencies in that order. So for example if USDAUD and USDJPY are located LUSID returns USDJPY/USDAUD . For more information on FX inference/triangulation and worked examples, see this Jupyter Notebook . calendarScope CoppClarkHolidayCalendars Set to the scope of a different holiday calendar . You can then specify code(s) of this calendar in various places (such as the definitions of instruments with a term structure) to cause LUSID to automatically factor in market holidays when (for example) generating cashflows.  For more

Type Read/write Author Availability Data provider Read Finbourne Provided with LUSID Luminesce has a generic Lusid.Instrument provider and a number of Lusid.Instrument.  providers that enable you to write a Luminesce SQL query to retrieve  i nstruments  mastered in LUSID. Note: The LUSID user running the query must have sufficient access control permissions to both use the provider and read instrument data in LUSID. This should automatically be the case if you are the domain owner. The generic Lusid.Instrument provider retrieves basic information about instruments of any asset class (it does not retrieve full economic definitions). Dedicated providers retrieve instruments of a particular asset class, for example Lusid.Instrument.Bond retrieves the full economic definition of bond instruments. Note the following: By default, providers retrieve instruments from the default scope and all custom instrument scopes . You can narrow the search using the Scope field. By default, providers

LUSID is an API-first, SaaS-native investment data management platform . To get started, we'll explore fundamental principles and demonstrate core capabilities by using LUSID to perform the following task: “As a UK asset manager, I run a single portfolio containing UK equities and investment-grade vanilla bonds, and additionally maintain a cash position. The portfolio contains around 20 positions and trades around 5 positions a week. I want to view the asset allocation (equities vs. bonds vs. cash) on a daily basis.” We'll see how to: Model this scenario in LUSID using entities such as instruments, portfolios, transactions and more. Load trade and market data into LUSID. Generate positions and assemble the information required to value the portfolio on a per asset class basis. You can examine and run the complete code sample for this exercise from this Jupyter Notebook , providing you have suitable access control permissions

A system property is a built-in function that is either read-only or writable. Note : You interact with a system property (that is, add, update and retrieve it) in the same way as a   custom property . A system property has a 3-stage key that is either in the protected system or default scope. Adding transaction system properties You can add any of the writable system properties in this table to a transaction and specify a value that LUSID can then use in a business operation. Consider the following example of a call to the BatchUpsertTransactions API to upsert a foreign currency transaction, where: The TradeToPortfolioRate system property specifies an exchange rate for the transaction currency to the portfolio currency, enabling LUSID to maintain the cost basis of the portfolio. The TaxLotSelectionMethod system property overrides the default accounting method, set either on the transaction type (see below) or on

"name": "iqrQuoteRangeEndDate", "type": "DateTime" } ], # Define the default state a task should enter upon creation and any required input parameters to successfully reach this state "initialState": { "name": "Pending", "requiredFields": [ "portfolioScope", "portfolioCode" ] }, # Define any triggers which can cause a state transition to occur in this part of the workflow "triggers": [ { "name": "start", "trigger": { "type": "External" } }, { "name": "noExceptions", "trigger": { "type": "External" } }, { "name": "exceptionsFound", "trigger": { "type": "External" } }, { "name": "resolved", "trigger": { "type": "External" } } ], # Define all the state transitions which can occur in this part of the workflow, including for each transition: # - The states the task should move from and to. # - The trigger that causes the transition to occur. # - Any guard conditions which must be met in order for the transition to complete. # - Any actions which should be taken upon completion of the transition. "transitions": [ { "fromState": "Pending", "toState": "InProgress", "trigger": "start", "action": "quote-outliers-check-worker" }, { "fromState": "InProgress", "toState": "Exceptions", "trigger": "exceptionsFound" }, { "fromState": "Exceptions", "toState

Type Read/write Author Availability Data provider Write FINBOURNE Provided with LUSID Providing you have sufficient access control permissions , the Lusid.FeeType.Writer provider enables you to write a Luminesce SQL query that either creates, updates or deletes fee types for funds in LUSID. A fee type is designed to determine how LUSID should record both fee accruals and fee payments for a particular class of fees, for example legal fees. You must construct a valid table of data; we recommend specifying one 'component transaction' (or template for generating transactions) for fee accruals and one for fee payments, meaning two records per fee type. Lusid.FeeType.Writer lists the fields (columns) available to populate with values for each record, and has a set of parameters to help you construct a valid table. Your query can use the  WriteAction  field to perform one of the following operations: Upsert a fee type

Type Read/write Author Availability Data provider Read Finbourne Provided with LUSID The Scheduler.Job.Run provider enables you to write a Luminesce SQL query that kicks off a job run in Scheduler . Note: The LUSID user running the query must have sufficient access control permissions to both use the provider and run jobs in Scheduler. This should automatically be the case if you are the domain owner. See also: Scheduler.Job , Scheduler.Schedule.Run Basic usage select * from Scheduler.Job.Run where Scope = and Code = ; Query parameters Scheduler.Job.Run has parameters that enable you to filter or refine a query. Note: The Scope and Code parameters are mandatory. To list available parameters, their data types, default values, and an explanation for each, run the following query using a suitable tool : select FieldName, DataType, ParamDefaultValue, Description from Sys.Field where TableName = 'Scheduler.Job.Run' and FieldType = 'Parameter'; Data

You can reset your LUSID account password if you have forgotten it, providing you can remember your memorable question. If you cannot remember your memorable question, then you must ask a LUSID administrator to issue you with a temporary password . Note: If you can remember your LUSID password and just want to change it, or change your MFA settings, then follow these instructions . To reset your password: Open the LUSID web app , click the Sign in button, enter the name of your LUSID domain, and click Continue :  On the home page of your LUSID domain, click the Sign in button again and then the Need help signing in? link at the bottom:   Click the Forgot password? link that appears and enter the email address you originally signed up with:   Click the Reset via Email button, open your Inbox, and follow the instructions. Note your new password must conform to

"produceSeparateResultForLinearOtcLegs": false, ... } }, ... } { "recipeComposer": { "scope": "ComposedRecipes", "code": "FxForwardsSeparateLegs", "operations": [ { "value": { "fromRecipe": { "scope": "StandardRecipes", "code": "FxForwards" } }, "path": "$", "op": "Insert" }, { "value": { "asString": "true" }, "path": "Pricing.Options.ProduceSeparateResultForLinearOtcLegs", "op": "Update" } ] } } { "scope": "ComposedRecipes", "code": "FxForwardsSeparateLegs", ... "pricing": { "modelRules": [], "modelChoice": {}, "options": { "produceSeparateResultForLinearOtcLegs": true, ... } }, ... } Example 4: Merging three recipes In this example: Base recipe 1 has a market rule, base recipe 2 has a market rule and a pricing model rule, and base recipe 3 has a pricing model rule. The composition ruleset has three operations. The first inherits all the settings in base recipe 2, which is the most complex recipe. The second appends the market data rule from base recipe 1. The third prepends the pricing model rule from base recipe 3. Base recipe 1 (part of response from LUSID) Composition ruleset (ready to upsert to LUSID) Composed recipe (part of response from LUSID) { "scope": "StandardRecipes", "code": "Equities", "market": { "marketRules": [ { "key": "Quote.Figi.*", "supplier

Providing you are a LUSID user with sufficient privileges, you can create a subscription to a particular event, for example the LUSID ‘portfolio created’ event. See the list of events . You can then attach email , SMS ,  webhook  and/or AWS SQS notifications to the subscription in order to inform people and/or take action when the event occurs. Note: For creating and updating tasks in the Workflow Service when LUSID emits a system event, see  system event handlers instead. Using the LUSID web app Sign in to the LUSID web app as a user with suitable permissions. From the top left menu, select Notifications Management > Subscriptions . Click the Create subscription button and follow the instructions: Using the Notification REST API Currently, you can create one subscription per API call. Obtain an API access token . Call the CreateSubscription API for your LUSID domain, passing in your API access token and: A