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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 generationAutomatic lifecycle (cash & trade closure)Simple valuation (ie. Quote, CTVoM)Model valuation (ie. Discounting, BlackScholes)AccrualExposureRisk measures (standard Greeks)
EquityFlowEquityEquity     N/AN/A Roadmap
Contract For Difference (CFD)ContractForDifference        Roadmap
Equity swapEquitySwap Q1      Roadmap
ETDExchange Traded FutureFuture     RoadmapN/A Roadmap
Exchange Traded Option (Cash Settled)ExchangeTradedOption     RoadmapN/A Roadmap
Exchange Traded Option (Physically Settled)     RoadmapN/A Roadmap
OTCEquity European OptionEquityOption      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
BondFlowFixed BondBond        Roadmap
Floating BondComplexBond Q1Q1Q1 RoadmapQ1Q1Roadmap
Zero Coupon BondBond        Roadmap
Inflation-linked BondInflationLinkedBond Q1Q1Q1 RoadmapQ1Q1Roadmap
ETDExchange Traded FutureFuture     RoadmapN/A Roadmap
Exchange Traded Option (Cash Settled)ExchangeTradedOption     RoadmapN/A Roadmap
Exchange Traded Option (Physically Settled)     RoadmapN/A Roadmap
OptionsCallable BondComplexBondQ1RoadmapRoadmapRoadmapQ1RoadmapRoadmapRoadmapRoadmap
Puttable BondQ1RoadmapRoadmapRoadmapQ1RoadmapRoadmapRoadmapRoadmap
Sinkable BondQ1RoadmapRoadmapRoadmapQ1RoadmapRoadmapRoadmapRoadmap
Fixed to Float Bond RoadmapRoadmapRoadmap RoadmapRoadmapRoadmapRoadmap
RatesFlowForward Rate AgreementForwardRateAgreement        Roadmap
Interest Rate SwapInterestRateSwap        Roadmap
Interest Rate Basis Swap        Roadmap
Non-Deliverable Interest Rate Swap RoadmapRoadmapRoadmap    Roadmap
Interest Rate Compounding Swap        Roadmap
Overnight Index Swap        Roadmap
Cross Currency Swap (not resetting principal)        Roadmap
Cross Currency MtM Swap (resetting principal)RoadmapRoadmapRoadmapRoadmapRoadmapRoadmapRoadmapRoadmapRoadmap
Asset SwapInterestRateSwap + Bond      RoadmapRoadmapRoadmap
InflationZero Coupon Inflation SwapInflationSwap RoadmapRoadmapRoadmap RoadmapRoadmapRoadmapRoadmap
LPI Swap RoadmapRoadmapRoadmap RoadmapRoadmapRoadmapRoadmap
Year on Year Inflation Swap RoadmapRoadmapRoadmap RoadmapRoadmapRoadmapRoadmap
Money MarketsTerm depositTermDeposit        Roadmap
Amortising LoanTBCQ1Q1Q1Q1Q1Q1Q1Q1Roadmap
Funding LegFundingLeg        Roadmap
ETDExchange Traded FutureFuture     RoadmapN/A Roadmap
Exchange Traded Option (Cash Settled)ExchangeTradedOption     RoadmapN/A Roadmap
Exchange Traded Option (Physically Settled)     RoadmapN/A Roadmap
OptionsInterest Rate European OptionInterestRateSwaption RoadmapRoadmapRoadmap  RoadmapRoadmapRoadmap
Interest Rate Bermudean SwaptionRoadmapRoadmapRoadmapRoadmapRoadmapRoadmapRoadmapRoadmapRoadmap
Interest Rate Cap/FloorCapFloor RoadmapRoadmapRoadmap  RoadmapRoadmapRoadmap
Interest Rate Collar RoadmapRoadmapRoadmap  RoadmapRoadmapRoadmap
CreditFlowCredit Default Swap (CDS)CreditDefaultSwap RoadmapRoadmapRoadmap RoadmapRoadmapRoadmapRoadmap
Credit Default Index Swap (CDX)CdsIndex RoadmapRoadmapRoadmap RoadmapRoadmapRoadmapRoadmap
FXFlowFX ForwardFxForward      N/A Roadmap
FX SwapFxSwap      N/A Roadmap
ETDExchange Traded FutureFuture     RoadmapN/A Roadmap
Exchange Traded Option (Cash Settled)ExchangeTradedOption     RoadmapN/A Roadmap
Exchange Traded Option (Physically Settled)     RoadmapN/A Roadmap
OptionsEuropean FXOptionFxOption      N/A Roadmap
European Cash-Settled FXOption      N/A Roadmap
European Non-Deliverable FXOption RoadmapRoadmapRoadmap  N/A Roadmap
American FXOption Q1Q1Q1  N/AQ1Roadmap
Average Rate FXOption (Asian)RoadmapRoadmapRoadmapRoadmapRoadmapRoadmapN/ARoadmapRoadmap
Double Average Rate FXOption (Asian)RoadmapRoadmapRoadmapRoadmapRoadmapRoadmapN/ARoadmapRoadmap
Single Barrier European Option RoadmapRoadmapRoadmap RoadmapN/ARoadmapRoadmap
Single Barrier American Option RoadmapRoadmapRoadmap RoadmapN/ARoadmapRoadmap
Double Barrier European Option RoadmapRoadmapRoadmap RoadmapN/ARoadmapRoadmap
Double Barrier American Option RoadmapRoadmapRoadmap RoadmapN/ARoadmapRoadmap
Digital European FXOption Q1Q1Q1  N/A Roadmap
Digital European OneTouch FXOption RoadmapRoadmapRoadmap RoadmapN/ARoadmapRoadmap
Digital European NoTouch FXOption RoadmapRoadmapRoadmap RoadmapN/ARoadmapRoadmap
CommoditiesETDExchange Traded FutureFuture     RoadmapN/A Roadmap
Exchange Traded Option (Cash Settled)ExchangeTradedOption     RoadmapN/A Roadmap
Securitised financeSecuritised financeRepurchase agreementRepo        Roadmap
Portfolio SecuritisationSimpleInstrument        Roadmap
Mortgage Back Security (MBS)TBCRoadmapRoadmapRoadmapRoadmapRoadmapRoadmapRoadmapRoadmapRoadmap

 

Keywords: instrument support, supported instruments, valid instrument list