A holding is the amount of an instrument held in a portfolio at a point in time. The LUSID Movements Engine calculates holdings from the history of Transactions and Holding Adjustments in a portfolio.
The calculation of holdings is controlled by the SubHoldingKeys configured for the portfolio. This allows, for example, a portfolio to be configured to segregate holdings based on a “Strategy” tag.
A holding can be of the following types: -
- Position - A holding in an instrument
- Cash Balance - A cash balance
- Cash Commitment - Future cash payment from the portfolio
- Cash Receivable - Future cash flow into the portfolio
- Forward FX - One side of an FX Forward trade (similiar to a Cash Commitment/Receivable but valuated using forward rates instead of spot rates)