How does LUSID calculate PV?

LUSID’s calculation of present value (PV) differs per instrument type and pricing model. See the table below.

To report the PV of a holding, include appropriate Valuation/* metrics when you generate a valuation report, for example:

• Valuation/PV

• Valuation/PvInPortfolioCcy

• Valuation/PvInReportCcy (if you set report currency ≠ portfolio currency in the valuation request)

• Valuation/Leg1/PV and Valuation/Leg2/PV (for instruments with legs)

• Valuation/CleanPV (this is always PV minus accrual)

Note the following:

• You can call APIs in advance to understand which metrics might be useful or valid to include in a valuation report.

• The recommended pricing model for an instrument type is not always the default so you might need to change it.