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 features | CRUD operations (in addition to API/SDK) | |||||||||
| MTM | Accruals | Exposure | Cashflows | Premium & discount amortisation | Luminesce reader | Luminesce writer | Web app | |||||
| FRC (fixed income, rates and credit) | Fixed income | Bond | Fixed | Bond | YES | YES | YES | YES | n/a | YES | YES | YES |
| Floating | ComplexBond | YES | YES | YES | YES | n/a | Q3 | Q3 | Q3 | |||
| Callable | ComplexBond | YES | YES | YES | YES | n/a | Q3 | Q3 | Q3 | |||
| Puttable | ComplexBond | YES | YES | YES | YES | n/a | Q3 | Q3 | Q3 | |||
| Sinkable | ComplexBond | YES | Q3 | Q3 | Q3 | n/a | Q3 | Q3 | Q3 | |||
| Fixed to float | ComplexBond | YES | YES | YES | YES | n/a | Q3 | Q3 | Q3 | |||
| Inflation-linked | ComplexBond | Q3 | Q3 | Q3 | Q3 | n/a | Q3 | Q3 | Q3 | |||
| Term deposit | TermDeposit | YES | YES | YES | YES | n/a | Roadmap | Roadmap | YES | |||
| Rates | Interest rates | InterestRateSwap | YES | YES | YES | YES | n/a | Roadmap | Roadmap | Roadmap | ||
InterestRateSwaption | YES | YES | YES | YES | n/a | Roadmap | Roadmap | Roadmap | ||||
ForwardRateAgreement | YES | n/a | YES | n/a | n/a | Roadmap | Roadmap | Roadmap | ||||
CapFloor | YES | n/a | YES | n/a | n/a | Roadmap | Roadmap | Roadmap | ||||
OIS IRS | YES | YES | YES | YES | n/a | Roadmap | Roadmap | Roadmap | ||||
| Credit | CDS | CreditDefaultSwap | YES | YES | YES | YES | n/a | Roadmap | Roadmap | Roadmap | ||
| CDX | CdsIndex | YES | YES | YES | Q3 | n/a | Roadmap | Roadmap | Roadmap | |||
| FX | Spot, Forward | FxForward | YES | n/a | YES | YES | n/a | YES | YES | YES | ||
| Swap | FxSwap | YES | n/a | YES | YES | n/a | Roadmap | Roadmap | YES | |||
| Option | FxOption | YES | n/a | YES | n/a | n/a | YES | YES | YES | |||
| Securitised finance (lending) | Repurchase agreement | Repo | YES | YES | YES | Q3 | n/a | Roadmap | Roadmap | Roadmap | ||
| Derivatives | OTC | Option, Right, Warrant | EquityOption | YES | n/a | YES | n/a | n/a | YES | YES | YES | |
| ETD | Future | Future | YES | n/a | YES | n/a | n/a | YES | YES | YES | ||
| Option | ExchangeTradedOption | YES | n/a | YES | n/a | n/a | YES | YES | YES | |||
| Equities | Equity | Equity | YES | n/a | YES | YES | n/a | YES | YES | YES | ||
| CFD | ContractForDifference | YES | n/a | YES | n/a | n/a | Roadmap | Roadmap | YES | |||
| Equity swap | EquitySwap | YES | YES | YES | YES | n/a | Roadmap | Roadmap | Roadmap | |||
| Money (deposit account) | FundingLeg | YES | YES | YES | Q3 | n/a | YES | YES | Roadmap | |||
| Other | Basket | YES | n/a | YES | n/a | n/a | Roadmap | Roadmap | Roadmap | |||
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.