Documentation Index

Fetch the complete documentation index at: https://support.lusid.com/llms.txt

Use this file to discover all available pages before exploring further.

What instruments does LUSID support?

  • Updated on Jul 10, 2026
  • Published on Aug 20, 2024
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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.

If you think an instrument type is missing, contact technical support.

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

N/A

✅

N/A

N/A

N/A

Exchange Traded Fund (ETF)

Equity

✅

✅ Corporate actions

N/A

✅

N/A

N/A

N/A

Contract For Difference (CFD)

ContractForDifference

✅

✅

N/A

✅

N/A

✅

N/A

Equity swap

EquitySwap

✅

✅

✅

✅

✅

✅

N/A

ETD

Exchange Traded Future

Future

✅

✅

N/A

✅

N/A

N/A

N/A

Exchange Traded Option (Cash Settled)

ExchangeTradedOption

✅

✅

N/A

✅

✅

N/A

N/A

Exchange Traded Option (Physically Settled)

ExchangeTradedOption

✅

✅

N/A

✅

✅

N/A

N/A

OTC

Equity European Option

EquityOption

✅

✅

N/A

✅

✅

N/A

N/A

Equity European Cash-settled Option

EquityOption

✅

✅

N/A

✅

✅

N/A

N/A

Equity Rights Issue

EquityOption

✅

✅

N/A

✅

✅

N/A

N/A

Equity Warrant

EquityOption

✅

✅

N/A

✅

✅

N/A

N/A

Equity Index Option

EquityOption

✅

✅

N/A

✅

✅

N/A

N/A

Debt

Flow

Fixed Bond

Bond

✅

✅

✅

✅

✅

✅

✅

Floating Bond

ComplexBond

✅

✅

✅

✅

✅

✅

✅

Zero Coupon Bond

Bond

✅

✅

✅

✅

✅

✅

✅

Factor Bond (MBS, ABS, CMBS)

ComplexBond

✅

✅

✅ Flat extrapolation

✅

N/A

✅

✅

CLO (Tranche)

ComplexBond

✅

✅

✅ Flat extrapolation

✅

N/A

✅

✅

Inflation-linked Bond

InflationLinkedBond

✅

✅

✅ Flat extrapolation from last fix

✅

Roadmap

✅

✅

Sinkable Bond

ComplexBond

✅

✅

✅

✅

✅

✅

✅

Multi-schedule (ie. Fixed to Float) Bond

ComplexBond

✅

✅

✅

✅

✅

✅

✅

PIK Bond

ComplexBond

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

To Be Announced

ToBeAnnounced

Q3 2026

Q3 2026

N/A

Q3 2026

N/A

N/A

N/A

ETD

Exchange Traded Future

Future

✅

✅

N/A

✅

N/A

N/A

N/A

Exchange Traded Option (Cash Settled)

ExchangeTradedOption

✅

✅

N/A

✅

N/A

N/A

N/A

Optionality

Callable Bond

ComplexBond

✅

✅

✅

✅

Roadmap

✅

Roadmap

Puttable Bond

ComplexBond

✅

✅

✅

✅

Roadmap

✅

Roadmap

Convertible Bond

ComplexBond

✅

✅

✅

✅

Roadmap

✅

Roadmap

Bond Option

Roadmap

Q3 2026

Q3 2026

N/A

Q3 2026

N/A

N/A

N/A

TBA Option

Roadmap

Q3 2026

Q3 2026

N/A

Q3 2026

N/A

N/A

N/A

Inflation-linked Option

Roadmap

Q3 2026

Q3 2026

N/A

Q3 2026

N/A

N/A

N/A

Mortgage Option

Roadmap

Q3 2026

Q3 2026

N/A

Q3 2026

N/A

N/A

N/A

Rates

Flow

Forward Rate Agreement

ForwardRateAgreement

✅

Roadmap

✅

✅

✅

✅

N/A

Interest Rate Swap

InterestRateSwap

✅

✅

✅

✅

✅

✅

N/A

Interest Rate Basis Swap

InterestRateSwap

✅

✅

✅

✅

✅

✅

N/A

Non-Deliverable Interest Rate Swap

InterestRateSwap

✅

✅

✅

✅

✅

✅

N/A

Overnight Index Swap

InterestRateSwap

✅

✅

✅

✅

✅

✅

N/A

Cross Currency MtM Swap (resetting principal)

InterestRateSwap

✅

✅

✅

✅

✅

✅

N/A

Cross Currency Swap (not resetting principal)

InterestRateSwap

✅

✅

✅

✅

✅

✅

N/A

Inflation

Zero Coupon Inflation Swap

InflationSwap

✅

✅

✅ Flat extrapolation from last fix

✅

Roadmap

✅

N/A

Year on Year Inflation Swap

InflationSwap

✅

✅

✅ Flat extrapolation from last fix

✅

Roadmap

✅

N/A

LPI Swap

InflationSwap

✅

✅

✅ Flat extrapolation from last fix

✅

Roadmap

✅

N/A

Money Markets

Term Deposit

TermDeposit

✅

✅

✅

✅

✅

✅

N/A

ETD

Exchange Traded Future

Future

✅

✅

N/A

✅

N/A

N/A

N/A

Exchange Traded Option (Cash Settled)

ExchangeTradedOption

✅

✅

N/A

✅

N/A

N/A

N/A

Options

Interest Rate European Option

InterestRateSwaption

✅

✅

N/A

✅

✅

N/A

N/A

Interest Rate Cap/Floor

CapFloor

✅ Web coming soon

✅

N/A

✅

Roadmap

N/A

N/A

Cross Currency Interest Rate European Option

Roadmap

Q3 2026

Q3 2026

N/A

Q3 2026

N/A

N/A

N/A

Cancellable IRS

InterestRateSwap

Q3 2026

Q3 2026

Q3 2026

Q3 2026

N/A

N/A

N/A

Credit

Flow

Credit Default Swap (CDS)

CreditDefaultSwap

✅

✅

✅

✅

N/A

✅

N/A

Credit Default Index Swap (CDX)

CdsIndex

✅

✅

✅

✅

N/A

✅

N/A

Options

CDS Option

Roadmap

Q3 2026

Q3 2026

N/A

Q3 2026

N/A

N/A

N/A

CDX Option

Roadmap

Q3 2026

Q3 2026

N/A

Q3 2026

N/A

N/A

N/A

FX

Flow

FX Forward (Deliverable and NDF)

FxForward

✅

✅

✅

✅

✅

N/A

N/A

FX Swap

FxSwap

✅

✅

✅

✅

✅

N/A

N/A

ETD

Exchange Traded Future

Future

✅

✅

N/A

✅

N/A

N/A

N/A

Exchange Traded Option (Deliverable & NDF)

ExchangeTradedOption

✅

✅

N/A

✅

✅

N/A

N/A

European FX Option (Deliverable and NDF)

FxOption

✅

Roadmap

N/A

✅

✅

N/A

N/A

American FX Option

FxOption

✅

Roadmap

N/A

✅

✅

N/A

N/A

Digital European FX Option

FxOption

✅

Roadmap

N/A

✅

✅

N/A

N/A

Commodities

ETD

Exchange Traded Future

Future

✅

✅

N/A

✅

N/A

N/A

N/A

Exchange Traded Option (Cash Settled)

ExchangeTradedOption

✅

✅

N/A

✅

N/A

N/A

N/A

Swap

Commodity Forward

CommodityForward

Q3 2026

Q3 2026

N/A

Q3 2026

N/A

N/A

N/A

Commodity Calendar Swap

CommodityCalendarSwap

Q3 2026

Q3 2026

Q3 2026

Q3 2026

N/A

N/A

N/A

Securitised Finance

Securitised Finance

Repurchase Agreement

FlexibleRepo

✅

✅

✅

✅

N/A

✅

N/A

Portfolio Securitisation

SimpleInstrument

✅

N/A

N/A

✅

N/A

N/A

N/A

Factor-based Bonds (ABS, MBS, CMBS)

ComplexBond

✅

✅

✅ Flat extrapolation from last fix

✅

Roadmap

✅

Roadmap

IO/PO Strips

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

CLO

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Swap

Equity TRS

TotalReturnSwap

Q3 2026

Q3 2026

N/A

Q3 2026

N/A

Q3 2026

N/A

Bond TRS

TotalReturnSwap

✅ Web coming soon

Roadmap

✅

✅

N/A

✅

N/A

Asset TRS

TotalReturnSwap

Q3 2026

Q3 2026

N/A

Q3 2026

N/A

Q3 2026

N/A

TBA TRS

TotalReturnSwap

Q3 2026

Q3 2026

N/A

Q3 2026

N/A

Q3 2026

N/A

Inflation TRS

TotalReturnSwap

Q3 2026

Q3 2026

N/A

Q3 2026

N/A

Q3 2026

N/A

Loan TRS

TotalReturnSwap

Roadmap

Roadmap

N/A

Roadmap

N/A

Roadmap

N/A

Private Equity

Equity

Equity

✅

✅ Corporate actions

N/A

✅

N/A

N/A

N/A

Preferred Shares

Roadmap

Q3 2026

Q3 2026

Q3 2026

Q3 2026

N/A

N/A

N/A

Private Credit

Rolling Deposit Facility

FlexibleDeposit

✅ Web coming soon

✅

✅

✅

Roadmap

Q3 2026

N/A

Loan

FlexibleLoan

✅

✅

✅

✅

N/A

✅

Roadmap

PIK Loan

FlexibleLoan

Q3 2026

Q3 2026

Q3 2026

Q3 2026

N/A

Q3 2026

Q3 2026

Syndicated Loans

Bank Debt Facility

LoanFacility

✅ Web coming soon

✅

✅

✅

N/A

✅

Roadmap

PIK-able Bank Debt Facility

LoanFacility

Roadmap

Roadmap

Roadmap

Roadmap

N/A

Roadmap

Roadmap

Multi-currency Facility

LoanFacility

✅ Web coming soon

✅

✅

✅

N/A

✅

Roadmap

Non Pro-rata Bank Debt Facility

LoanFacility

✅

✅

✅

✅

N/A

✅

Roadmap

Volatility

Volatility Swap

VolatilitySwap

Q3 2026

Q3 2026

N/A

Q3 2026

N/A

N/A

N/A

Real Estate

Real Estate

SimpleInstrument

Q3 2026

N/A

N/A

Q3 2026

N/A

N/A

N/A

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