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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 Q3     
ETDExchange Traded FutureFuture    RoadmapN/A 
Exchange Traded Option (Cash Settled)ExchangeTradedOption    RoadmapN/A 
Exchange Traded Option (Physically Settled)    RoadmapN/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 
BondFlowFixed BondBond       
Floating BondComplexBond    Roadmap  
Zero Coupon BondBond       
Inflation-linked BondInflationLinkedBond    Roadmap  
ETDExchange Traded FutureFuture    RoadmapN/A 
Exchange Traded Option (Cash Settled)ExchangeTradedOption    RoadmapN/A 
Exchange Traded Option (Physically Settled)    RoadmapN/A 
OptionsMunicipal bondComplexBond Roadmap  RoadmapRoadmapRoadmap
Callable Bond Roadmap  RoadmapRoadmapRoadmap
Puttable Bond Roadmap  RoadmapRoadmapRoadmap
Sinkable Bond Roadmap  RoadmapRoadmapRoadmap
Fixed to Float Bond RoadmapRoadmap RoadmapRoadmapRoadmap
RatesFlowForward Rate AgreementForwardRateAgreement       
Interest Rate SwapInterestRateSwap       
Interest Rate Basis Swap       
Non-Deliverable Interest Rate Swap RoadmapRoadmap    
Interest Rate Compounding Swap       
Overnight Index Swap       
Cross Currency Swap (not resetting principal)       
Asset SwapInterestRateSwap + Bond     RoadmapRoadmap
InflationZero Coupon Inflation SwapInflationSwap Q3Q3 Q3Q3Q3
Year on Year Inflation Swap Q3Q3 Q3Q3Q3
Income Swap Q3Q3 Q3Q3Q3
Cumulative Swap Q3Q3 Q3Q3Q3
Money MarketsTerm depositTermDeposit       
ETDExchange Traded FutureFuture    RoadmapN/A 
Exchange Traded Option (Cash Settled)ExchangeTradedOption    RoadmapN/A 
Exchange Traded Option (Physically Settled)    RoadmapN/A 
OptionsInterest Rate European OptionInterestRateSwaption RoadmapRoadmap  RoadmapRoadmap
Interest Rate Cap/FloorCapFloor RoadmapRoadmap  RoadmapRoadmap
Interest Rate Collar RoadmapRoadmap  RoadmapRoadmap
CreditFlowCredit Default Swap (CDS)CreditDefaultSwap       
Credit Default Index Swap (CDX)CdsIndex       
Amortising loanSimpleCashFlowLoan       
FXFlowFX ForwardFxForward     N/A 
FX SwapFxSwap     N/A 
ETDExchange Traded FutureFuture    RoadmapN/A 
Exchange Traded Option (Cash Settled)ExchangeTradedOption    RoadmapN/A 
Exchange Traded Option (Physically Settled)    RoadmapN/A 
OptionsEuropean FXOptionFxOption     N/A 
European Cash-Settled FXOption     N/A 
European Non-Deliverable FXOption RoadmapRoadmap  N/A 
American FXOption     N/A 
Digital European FXOption     N/A 
CommoditiesETDExchange Traded FutureFuture    RoadmapN/A 
Exchange Traded Option (Cash Settled)ExchangeTradedOption    RoadmapN/A 
Securitised financeSecuritised financeRepurchase agreementRepo       
Portfolio SecuritisationSimpleInstrument       
Mortgage Back Security (MBS)MortgageBackedSecurityQ3Q3Q3Q3N/AQ3Q3
Private assets


 		Private equityEquityEquity    N/AN/A 
Private credit


 		Rolling credit facilityTermDeposit       
Amortising loanSimpleCashFlowLoan       
Funding legFundingLeg       

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)
Keywords: instrument support, supported instruments, valid instrument list