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.
If you think an instrument type is missing, contact Technical Support.
Key: | Supported now | Supported in future | Not applicable |
LUSID instrument type | Supported features | |||||||||
Trade management | Analytics | |||||||||
Cashflow generation | Model valuation (ie. BlackScholes) | |||||||||
Equity | Flow | Equity | ||||||||
Contract For Difference (CFD) | Q1 2025 | |||||||||
Equity swap |
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ETD | Exchange Traded Future | |||||||||
Exchange Traded Option (Cash Settled) | ||||||||||
Exchange Traded Option (Physically Settled) | ||||||||||
OTC | Equity European Option | |||||||||
Equity European Cash-settled Option | ||||||||||
Equity Rights Issue | ||||||||||
Equity Warrant | ||||||||||
Equity Index Option | ||||||||||
Debt | Flow | Fixed Bond | ||||||||
Floating Bond | ||||||||||
Zero Coupon Bond | ||||||||||
Inflation-linked Bond | Flat extrapolation | Roadmap | Q1 2025 | |||||||
Sinkable Bond | Q1 2025 | Q1 2025 | ||||||||
Multi-schedule (ie, Fixed to Float) Bond | Q1 2025 | |||||||||
ETD | Exchange Traded Future | |||||||||
Exchange Traded Option (Cash Settled) | ||||||||||
Exchange Traded Option (Physically Settled) | ||||||||||
Options | Callable Bond | Roadmap | Q1 2025 | |||||||
Puttable Bond | Roadmap | Q1 2025 | ||||||||
Convertible Bond | Q1 2025 | Roadmap | Q1 2025 | |||||||
Rates | Flow | Forward Rate Agreement |
| Q1 2025 | ||||||
Interest Rate Swap |
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Interest Rate Basis Swap |
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Non-Deliverable Interest Rate Swap |
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Overnight Index Swap |
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Cross Currency MtM Swap (resetting principal) |
| Q1 2025 | ||||||||
Cross Currency Swap (not resetting principal) |
| Q1 2025 | ||||||||
Asset Swap |
| |||||||||
Bond TRS |
| Q1 2025 | Roadmap | |||||||
Inflation | Zero Coupon Inflation Swap |
| Flat extrapolation | Roadmap | ||||||
Year on Year Inflation Swap |
| Flat extrapolation | Roadmap | |||||||
LPI Swap |
| Flat extrapolation | Roadmap | |||||||
Income Swap |
| Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | ||
Cumulative Swap |
| Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | Roadmap | ||
Money Markets | Term deposit |
| Q1 2025 | |||||||
ETD | Exchange Traded Future | |||||||||
Exchange Traded Option (Cash Settled) | ||||||||||
Exchange Traded Option (Physically Settled) | ||||||||||
Options | Interest Rate European Option |
| Q1 2025 | Roadmap | ||||||
Interest Rate Cap/Floor |
| Q1 2025 | Roadmap | |||||||
Credit | Flow | Credit Default Swap (CDS) |
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Credit Default Index Swap (CDX) | ||||||||||
FX | Flow | FX Forward | ||||||||
FX Swap |
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ETD | Exchange Traded Future | |||||||||
Exchange Traded Option (Cash Settled) | ||||||||||
Exchange Traded Option (Physically Settled) | ||||||||||
Options | European FXOption | Q1 2025 | ||||||||
European Cash-Settled FXOption | Q1 2025 | |||||||||
European Non-Deliverable FXOption | Q1 2025 | |||||||||
American FXOption | Q1 2025 | |||||||||
Digital European FXOption | Q1 2025 | Roadmap | ||||||||
Commodities | ETD | Exchange Traded Future | ||||||||
Exchange Traded Option (Cash Settled) | Q1 2025 | |||||||||
Securitised finance | Securitised finance | Repurchase Agreement |
| Q1 2025 | Roadmap | |||||
Portfolio Securitisation |
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Mortgage Back Security (MBS) | Flat extrapolation | Roadmap | Roadmap | |||||||
Securitised finance | Private equity | Equity | ||||||||
Private credit | Rolling Credit Facility |
| Q1 2025 | Q1 2025 | ||||||
Amortising Loan |
| Q1 2025 | Roadmap | Q1 2025 | ||||||
Funding Leg |
| Q1 2025 | Roadmap | |||||||
Payment In Kind |
| Q1 2025 | Roadmap | |||||||