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 must 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:
- Access a manifest to understand how LUSID has generated valuation results.
- Create an A2B report to understand precisely how valuations have changed between two points in time.
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:
- Using the APIs in the Aggregation collection.
- If you have a Luminesce license, using the Lusid.Portfolio.Valuation provider.
Explanation: See the big picture
Tutorials: Get started by doing something tangible
- Getting started: constructing a simple recipe to value equities using mid prices
- Valuing a multi-asset, multi-region portfolio
- Creating an A2B report to understand how valuations change over time
Reference: Understand concepts and implications
- What is a recipe?
- What is a metric?
- What pricing models can I use in my valuation?
- What are instrument 'features'?
- What market data does my valuation require?
- What metrics can I include in my valuation report?
- How does LUSID calculate P&L?
- Scheduling a valuation
- Including properties and derived properties in valuation reports
- Grouping and aggregating metrics to create a meaningful valuation report
- Using Carry movement types to configure an A2B report
- Troubleshooting valuation errors
How-to guides: Get something done