LUSID enables you to value:

  • One or more transaction portfolios.
  • All the portfolios in a portfolio group.
  • Notional quantities of arbitrary instruments. This might be useful to value ‘holdings’ without setting up a containing portfolio.
  • A fund of funds portfolio that ‘looks through’ into securitised portfolios to value child holdings individually. More information.

You specify a valuation schedule that comprises either a particular day and time, or multiple days in a range.

Valuation is a complex process that requires you to:

  • Load suitable and timely market data into appropriate LUSID stores for each day in the valuation schedule.
  • Create a recipe that locates this market data and specifies pricing models appropriate to the types of instruments you wish to value.
  • Choose a set of metrics to report that are sorted, filtered, grouped and aggregated meaningfully.

To get started, we recommend you work through our valuation checklist.

Subsequently, you can:

Providing you have appropriate permissions, you can perform a valuation in the LUSID web app, using Dashboard > Valuations:

Alternatively, you can perform a valuation programmatically:

Explanation: See the big picture

Tutorials: Get started by doing something tangible

Reference: Understand concepts and implications

How-to guidesGet something done