Valuation

LUSID enables you to value:

• One or more transaction portfolios.

• All the portfolios in a portfolio group.

• Notional quantities of arbitrary instruments. This might be useful to value ‘holdings’ without setting up a containing portfolio.

• A fund of funds portfolio that ‘looks through’ into securitised portfolios to value child holdings individually. More information.

You must specify a valuation schedule that comprises either a particular day and time, or multiple days in a range.

Valuation is a complex process that requires you to:

• Load suitable and timely market data into appropriate LUSID stores for each day in the valuation schedule.

• Create a recipe that locates this market data and specifies pricing models appropriate to the types of instruments you wish to value.

• Choose a set of metrics to report that are sorted, filtered, grouped and aggregated meaningfully.

To get started, we recommend you work through our valuation checklist.

Subsequently, you can:

• Access a manifest to understand how LUSID has generated valuation results.

• Create an A2B report to understand precisely how valuations have changed between two points in time.

Providing you have appropriate permissions, you can perform a valuation in the LUSID web app, using Dashboard > Valuations:

Alternatively, you can perform a valuation programmatically:

• Using the APIs in the Aggregation collection.

• If you have a Luminesce license, using the Lusid.Portfolio.Valuation provider.

Explanation: See the big picture

• Valuation checklist

Tutorials: Get started by doing something tangible

• Getting started: constructing a simple recipe to value equities using mid prices

• Valuing a multi-asset, multi-region portfolio

• Creating an A2B report to understand how valuations change over time

Reference: Understand concepts and implications

• What is a recipe?

• Composing dynamic recipes

• What is a metric?

• What pricing models can I use in my valuation?

• What are instrument 'features'?

• What market data does my valuation require?

• What metrics can I include in my valuation report?

• How does LUSID calculate P&L?

• Scheduling a valuation

• Including properties and derived properties in valuation reports

• Grouping and aggregating metrics to create a meaningful valuation report

• Using Carry movement types to configure an A2B report

• Troubleshooting valuation errors

How-to guides: Get something done

• How do I perform a valuation?

• How do I create or generate a recipe?

• How do I access a valuation manifest?