LUSID automatically categorises supported instrument types into asset classes.
You can use this asset class categorisation in operations throughout LUSID, for example when specifying preferential market data providers for particular instruments.
Asset class categorisation | LUSID instrument types |
---|
Commodities | Future (if selected in the economic definition)
|
Credit | Basket
Bond
CdsIndex
ComplexBond
CreditDefaultSwap
FlexibleLoan
Future (if selected in the economic definition)
LoanFacility
SimpleCashFlowLoan
|
Equities | ContractForDifference
Equity
EquityOption
EquitySwap
FundShareClass
Future (if selected in the economic definition)
|
FX | Future (if selected in the economic definition)
FxForward
FxOption
FxSwap
|
InterestRates | CapFloor
FixedLeg
FloatingLeg
ForwardRateAgreement
FundingLeg
Future (if selected in the economic definition)
InterestRateSwap
InterestRateSwaption
Repo
TermDeposit
TotalReturnSwap
|
Inflation | Future (if selected in the economic definition)
InflationLinkedBond
InflationSwap
SimpleInstrument
|
Money | All currency instruments FlexibleDeposit
Future (if selected in the economic definition)
|
Unknown | ExchangeTradedOption
|