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 management | Analytics | |||||||||||
LUSID instrument type (click link for those with documentation) | Booking | Lifecycle events | Cashflow generation | Automatic lifecycle (cash & trade closure) | Simple valuation (ie. Quote, CTVoM) | Model valuation (ie. Discounting, BlackScholes) | Accrual | Exposure | Risk measures (standard Greeks) | |||
Equity | Flow | Equity | Equity | N/A | N/A | Roadmap | ||||||
Contract For Difference (CFD) | ContractForDifference | Roadmap | ||||||||||
Equity swap | EquitySwap | Q1 | Roadmap | |||||||||
ETD | Exchange Traded Future | Future | Roadmap | N/A | Roadmap | |||||||
Exchange Traded Option (Cash Settled) | ExchangeTradedOption | Roadmap | N/A | Roadmap | ||||||||
Exchange Traded Option (Physically Settled) | Roadmap | N/A | Roadmap | |||||||||
OTC | Equity European Option | EquityOption | N/A | Roadmap | ||||||||
Equity European Cash-settled Option | N/A | Roadmap | ||||||||||
Equity Rights Issue | N/A | Roadmap | ||||||||||
Equity Warrant | N/A | Roadmap | ||||||||||
Equity Index Option | N/A | Roadmap | ||||||||||
Bond | Flow | Fixed Bond | Bond | Roadmap | ||||||||
Floating Bond | ComplexBond | Q1 | Q1 | Q1 | Roadmap | Q1 | Q1 | Roadmap | ||||
Zero Coupon Bond | Bond | Roadmap | ||||||||||
Inflation-linked Bond | InflationLinkedBond | Q1 | Q1 | Q1 | Roadmap | Q1 | Q1 | Roadmap | ||||
ETD | Exchange Traded Future | Future | Roadmap | N/A | Roadmap | |||||||
Exchange Traded Option (Cash Settled) | ExchangeTradedOption | Roadmap | N/A | Roadmap | ||||||||
Exchange Traded Option (Physically Settled) | Roadmap | N/A | Roadmap | |||||||||
Options | Callable Bond | ComplexBond | Q1 | Roadmap | Roadmap | Roadmap | Q1 | Roadmap | Roadmap | Roadmap | Roadmap | |
Puttable Bond | Q1 | Roadmap | Roadmap | Roadmap | Q1 | Roadmap | Roadmap | Roadmap | Roadmap | |||
Sinkable Bond | Q1 | Roadmap | Roadmap | Roadmap | Q1 | Roadmap | Roadmap | Roadmap | Roadmap | |||
Fixed to Float Bond | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | |||||
Rates | Flow | Forward Rate Agreement | ForwardRateAgreement | Roadmap | ||||||||
Interest Rate Swap | InterestRateSwap | Roadmap | ||||||||||
Interest Rate Basis Swap | Roadmap | |||||||||||
Non-Deliverable Interest Rate Swap | Roadmap | Roadmap | Roadmap | Roadmap | ||||||||
Interest Rate Compounding Swap | Roadmap | |||||||||||
Overnight Index Swap | Roadmap | |||||||||||
Cross Currency Swap (not resetting principal) | Roadmap | |||||||||||
Cross Currency MtM Swap (resetting principal) | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | |||
Asset Swap | InterestRateSwap + Bond | Roadmap | Roadmap | Roadmap | ||||||||
Inflation | Zero Coupon Inflation Swap | InflationSwap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | |||
LPI Swap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | |||||
Year on Year Inflation Swap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | |||||
Money Markets | Term deposit | TermDeposit | Roadmap | |||||||||
Amortising Loan | TBC | Q1 | Q1 | Q1 | Q1 | Q1 | Q1 | Q1 | Q1 | Roadmap | ||
Funding Leg | FundingLeg | Roadmap | ||||||||||
ETD | Exchange Traded Future | Future | Roadmap | N/A | Roadmap | |||||||
Exchange Traded Option (Cash Settled) | ExchangeTradedOption | Roadmap | N/A | Roadmap | ||||||||
Exchange Traded Option (Physically Settled) | Roadmap | N/A | Roadmap | |||||||||
Options | Interest Rate European Option | InterestRateSwaption | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | ||||
Interest Rate Bermudean Swaption | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | |||
Interest Rate Cap/Floor | CapFloor | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | |||||
Interest Rate Collar | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | ||||||
Credit | Flow | Credit Default Swap (CDS) | CreditDefaultSwap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | ||
Credit Default Index Swap (CDX) | CdsIndex | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | ||||
FX | Flow | FX Forward | FxForward | N/A | Roadmap | |||||||
FX Swap | FxSwap | N/A | Roadmap | |||||||||
ETD | Exchange Traded Future | Future | Roadmap | N/A | Roadmap | |||||||
Exchange Traded Option (Cash Settled) | ExchangeTradedOption | Roadmap | N/A | Roadmap | ||||||||
Exchange Traded Option (Physically Settled) | Roadmap | N/A | Roadmap | |||||||||
Options | European FXOption | FxOption | N/A | Roadmap | ||||||||
European Cash-Settled FXOption | N/A | Roadmap | ||||||||||
European Non-Deliverable FXOption | Roadmap | Roadmap | Roadmap | N/A | Roadmap | |||||||
American FXOption | Q1 | Q1 | Q1 | N/A | Q1 | Roadmap | ||||||
Average Rate FXOption (Asian) | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | N/A | Roadmap | Roadmap | |||
Double Average Rate FXOption (Asian) | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | N/A | Roadmap | Roadmap | |||
Single Barrier European Option | Roadmap | Roadmap | Roadmap | Roadmap | N/A | Roadmap | Roadmap | |||||
Single Barrier American Option | Roadmap | Roadmap | Roadmap | Roadmap | N/A | Roadmap | Roadmap | |||||
Double Barrier European Option | Roadmap | Roadmap | Roadmap | Roadmap | N/A | Roadmap | Roadmap | |||||
Double Barrier American Option | Roadmap | Roadmap | Roadmap | Roadmap | N/A | Roadmap | Roadmap | |||||
Digital European FXOption | Q1 | Q1 | Q1 | N/A | Roadmap | |||||||
Digital European OneTouch FXOption | Roadmap | Roadmap | Roadmap | Roadmap | N/A | Roadmap | Roadmap | |||||
Digital European NoTouch FXOption | Roadmap | Roadmap | Roadmap | Roadmap | N/A | Roadmap | Roadmap | |||||
Commodities | ETD | Exchange Traded Future | Future | Roadmap | N/A | Roadmap | ||||||
Exchange Traded Option (Cash Settled) | ExchangeTradedOption | Roadmap | N/A | Roadmap | ||||||||
Securitised finance | Securitised finance | Repurchase agreement | Repo | Roadmap | ||||||||
Portfolio Securitisation | SimpleInstrument | Roadmap | ||||||||||
Mortgage Back Security (MBS) | TBC | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap |