Views:

LUSID enables you to model a wide range of financial assets quickly and easily using instrument templates.

Choosing the right template for the type of asset enables LUSID to calculate holdings and valuations correctly.

Instrument lifecycle documentation is available for some instruments (see the links in the LUSID template column); others are coming soon. For Roadmap items, contact us if this feature is important to you.

To model this type of asset......use this LUSID instrument template (assume vanilla unless specified)Supported featuresCRUD operations
(in addition to API/SDK)
MTMAccrualsExposureCashflowsPremium & discount amortisationLuminesce readerLuminesce writerWeb app
FRC
(fixed income, rates and credit)
Fixed incomeBondFixedBondYESYESYESYESn/aYESYESYES
FloatingComplexBondYESYESYESYESn/aQ3Q3Q3
CallableComplexBondYESYESYESYESn/aQ3Q3Q3
PuttableComplexBondYESYESYESYESn/aQ3Q3Q3
SinkableComplexBondYESQ3Q3Q3n/aQ3Q3Q3
Fixed to floatComplexBondYESYESYESYESn/aQ3Q3Q3
Inflation-linkedComplexBondQ3Q3Q3Q3n/aQ3Q3Q3
Term depositTermDepositYESYESYESYESn/aRoadmapRoadmapYES
RatesInterest ratesInterestRateSwapYESYESYESYESn/aRoadmapRoadmapRoadmap
InterestRateSwaptionYESYESYESYESn/aRoadmapRoadmapRoadmap
ForwardRateAgreementYESn/aYESn/an/aRoadmapRoadmapRoadmap
CapFloorYESn/aYESn/an/aRoadmapRoadmapRoadmap
OIS IRSYESYESYESYESn/aRoadmapRoadmapRoadmap
CreditCDSCreditDefaultSwapYESYESYESYESn/aRoadmapRoadmapRoadmap
CDXCdsIndexYESYESYESQ3n/aRoadmapRoadmapRoadmap
FXSpot, ForwardFxForwardYESn/aYESYESn/aYESYESYES
SwapFxSwapYESn/aYESYESn/aRoadmapRoadmapYES
OptionFxOptionYESn/aYESn/an/aYESYESYES
Securitised finance (lending)Repurchase agreementRepoYESYESYESQ3n/aRoadmapRoadmapRoadmap
DerivativesOTCOption,
Right,
Warrant
EquityOptionYESn/aYESn/an/aYESYESYES
ETDFutureFutureYESn/aYESn/an/aYESYESYES
OptionExchangeTradedOptionYESn/aYESn/an/aYESYESYES
EquitiesEquityEquityYESn/aYESYESn/aYESYESYES
CFDContractForDifferenceYESn/aYESn/an/aRoadmapRoadmapYES
Equity swapEquitySwapYESYESYESYESn/aRoadmapRoadmapRoadmap
Money (deposit account)FundingLegYESYESYESQ3n/aYESYESRoadmap
OtherBasketYESn/aYESn/an/aRoadmapRoadmapRoadmap

Note: A SimpleInstrument template is available to represent an instrument for which you do not have, or do not want to use, a full economic definition. An instrument defined as SimpleInstrument can be valued but you cannot obtain a term structure. If you would like to associate cashflows, you can use the LUSID structured result store.