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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.

  Supported features
Trade managementAnalytics
LUSID instrument type
(click link for those with documentation)		BookingLifecycle eventsCashflow generationSimple valuation (ie. Quote, CTVoM)Model valuation (ie. Discounting, BlackScholes)AccrualExposure
EquityFlowEquityEquity    N/AN/A 
Contract For Difference (CFD)ContractForDifference       
Equity swapEquitySwap       
ETDExchange Traded FutureFuture    N/AN/A 
Exchange Traded Option (Cash Settled)ExchangeTradedOption     N/A 
Exchange Traded Option (Physically Settled)     N/A 
OTCEquity European OptionEquityOption     N/A 
Equity European Cash-settled Option     N/A 
Equity Rights Issue     N/A 
Equity Warrant     N/A 
Equity Index Option     N/A 
DebtFlowFixed BondBond       
Floating BondComplexBond       
Zero Coupon BondBond       
Inflation-linked BondInflationLinkedBond    Roadmap  
ETDExchange Traded FutureFuture    N/AN/A 
Exchange Traded Option (Cash Settled)ExchangeTradedOption     N/A 
Exchange Traded Option (Physically Settled)     N/A 
OptionsMunicipal bondComplexBond       
Callable Bond Roadmap  Roadmap  
Puttable Bond Roadmap  Roadmap  
Sinkable Bond       
Fixed to Float Bond       
Convertible BondQ2 24Q2 24Q2 24Q2 24Q2 24Q2 24Q2 24
RatesFlowForward Rate AgreementForwardRateAgreement       
Interest Rate SwapInterestRateSwap       
Interest Rate Basis Swap       
Non-Deliverable Interest Rate Swap       
Interest Rate Compounding Swap       
Overnight Index Swap       
Cross Currency Swap (not resetting principal)       
Asset SwapTotalReturnSwap       
InflationZero Coupon Inflation SwapInflationSwap    Roadmap  
Year on Year Inflation Swap    Roadmap  
Money MarketsTerm depositTermDeposit       
ETDExchange Traded FutureFuture    N/AN/A 
Exchange Traded Option (Cash Settled)ExchangeTradedOption     N/A 
Exchange Traded Option (Physically Settled)     N/A 
OptionsInterest Rate European OptionInterestRateSwaption       
Interest Rate Cap/FloorCapFloor       
CreditFlowCredit Default Swap (CDS)CreditDefaultSwap       
Credit Default Index Swap (CDX)CdsIndex       
Amortising loanSimpleCashFlowLoan       
FXFlowFX ForwardFxForward     N/A 
FX SwapFxSwap     N/A 
ETDExchange Traded FutureFuture    N/AN/A 
Exchange Traded Option (Cash Settled)ExchangeTradedOption     N/A 
Exchange Traded Option (Physically Settled)     N/A 
OptionsEuropean FXOptionFxOption     N/A 
European Cash-Settled FXOption     N/A 
European Non-Deliverable FXOption     N/A 
American FXOption     N/A 
Digital European FXOption     N/A 
CommoditiesETDExchange Traded FutureFuture    N/AN/A 
Exchange Traded Option (Cash Settled)ExchangeTradedOption     N/A 
Securitised financeSecuritised financeRepurchase AgreementRepo       
Portfolio SecuritisationSimpleInstrument       
Mortgage Back Security (MBS)ComplexBond    N/A  
Private assets

 		Private equityEquityEquity    N/AN/A 
Private credit

 		Rolling Credit FacilityTermDeposit       
Amortising LoanSimpleCashFlowLoan       
Funding LegFundingLeg       
Payment In KindFlexibleLoan Q2 24  Q2 24 Q2 24

Other instruments under consideration:

  • Average Rate FXOption (Asian)
  • Double Average Rate FXOption (Asian)
  • Single Barrier European Option
  • Single Barrier American Option
  • Double Barrier European Option
  • Double Barrier American Option
  • Digital European OneTouch FXOption
  • Digital European NoTouch FXOption
  • Complex loan (PIK)
  • Interest Rate Bermudean Swaption
  • LPI Swap
  • Cross Currency MtM Swap (resetting principal)
  • Income Swap
  • Cumulative Swap
  • Interest Rate Collar
Keywords: instrument support, supported instruments, valid instrument list