What instruments does LUSID support?

LUSID enables you to model a wide range of securities quickly and easily using instrument types.

Choosing the right instrument type for the security you want to model enables LUSID to calculate holdings and valuations correctly.

If you think an instrument type is missing please contact Technical Support.

Key:

Supported now

Supported in future

Not supported

LUSID instrument type

Supported features

Trade management

Analytics

Booking & total consideration

Income & capital events

Cashflow generation

Simple valuation

Model valuation (ie. BlackScholes)

Accrual

Amortisation

Equity

Flow

Equity

Equity

Corporate actions

Contract For Difference (CFD)

ContractForDifference

Q4 2024

Equity swap

EquitySwap

ETD

Exchange Traded Future

Future

Exchange Traded Option (Cash Settled)

ExchangeTradedOption

Q4 2024

Exchange Traded Option (Physically Settled)

ExchangeTradedOption

Q4 2024

OTC

Equity European Option

EquityOption

Q4 2024

Equity European Cash-settled Option

EquityOption

Q4 2024

Equity Rights Issue

EquityOption

Q4 2024

Equity Warrant

EquityOption

Q4 2024

Equity Index Option

EquityOption

Q4 2024

Debt

Flow

Fixed Bond

Bond

Floating Bond

ComplexBond

Q4 2024

Zero Coupon Bond

Bond

Q4 2024

Inflation-linked Bond

InflationLinkedBond

Flat extrapolation

Roadmap

Q4 2024

Sinkable Bond

ComplexBond

Q4 2024

Roadmap

Multi-schedule (ie, Fixed to Float) Bond

ComplexBond

Q4 2024

ETD

Exchange Traded Future

Future

Exchange Traded Option (Cash Settled)

ExchangeTradedOption

Q4 2024

Exchange Traded Option (Physically Settled)

ExchangeTradedOption

Q4 2024

Options

Callable Bond

ComplexBond

Roadmap

Q4 2024

Puttable Bond

ComplexBond

Roadmap

Q4 2024

Convertible Bond

ComplexBond

Q4 2024

Roadmap

Q4 2024

Rates

Flow

Forward Rate Agreement

ForwardRateAgreement

Q4 2024

Interest Rate Swap

InterestRateSwap

Interest Rate Basis Swap

InterestRateSwap

Non-Deliverable Interest Rate Swap

InterestRateSwap

Overnight Index Swap

InterestRateSwap

Cross Currency MtM Swap (resetting principal)

InterestRateSwap

Q4 2024

Cross Currency Swap (not resetting principal)

InterestRateSwap

Q4 2024

Asset Swap

InterestRateSwap

Bond TRS

TotalReturnSwap

Q4 2024

Roadmap

Inflation

Zero Coupon Inflation Swap

InflationSwap

Flat extrapolation

Roadmap

Year on Year Inflation Swap

InflationSwap

Flat extrapolation

Roadmap

LPI Swap

InflationSwap

Flat extrapolation

Roadmap

Income Swap

InflationSwap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Cumulative Swap

InflationSwap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Money Markets

Term deposit

TermDeposit

Q4 2024

ETD

Exchange Traded Future

Future

Exchange Traded Option (Cash Settled)

ExchangeTradedOption

Q4 2024

Exchange Traded Option (Physically Settled)

ExchangeTradedOption

Q4 2024

Options

Interest Rate European Option

InterestRateSwaption

Q4 2024

Roadmap

Interest Rate Cap/Floor

CapFloor

Q4 2024

Roadmap

Credit

Flow

Credit Default Swap (CDS)

CreditDefaultSwap

Credit Default Index Swap (CDX)

CdsIndex

FX

Flow

FX Forward

FxForward

FX Swap

FxSwap

ETD

Exchange Traded Future

Future

Exchange Traded Option (Cash Settled)

ExchangeTradedOption

Q4 2024

Exchange Traded Option (Physically Settled)

ExchangeTradedOption

Q4 2024

Options

European FXOption

FxOption

Q4 2024

European Cash-Settled FXOption

FxOption

Q4 2024

European Non-Deliverable FXOption

FxOption

Q4 2024

American FXOption

FxOption

Q4 2024

Digital European FXOption

FxOption

Q4 2024

Roadmap

Commodities

ETD

Exchange Traded Future

Future

Exchange Traded Option (Cash Settled)

ExchangeTradedOption

Q4 2024

Securitised finance

Securitised finance

Repurchase Agreement

Repo

Q4 2024

Roadmap

Portfolio Securitisation

SimpleInstrument

Mortgage Back Security (MBS)

ComplexBond

Q4 2024

Flat extrapolation

Roadmap

Roadmap

Securitised finance

Private equity

Equity

Equity

Corporate actions

Private credit

Rolling Credit Facility

TermDeposit

Q4 2024

Q4 2024

Amortising Loan

SimpleCashFlowLoan

Q4 2024

Roadmap

Q4 2024

Funding Leg

FundingLeg

Q4 2024

Roadmap

Payment In Kind

FlexibleLoan

Q4 2024

Roadmap