What is valuation and aggregation in LUSID?

A major area of functionality in LUSID is the flexible way that data can be extracted from the system.

LUSID provides a set of APIs which allow data to be extracted, allowing the shape and contents of the dataset to be controlled in a configurable way. The process is controlled with a recipe - a pre-configured set of instructions and parameters for the request. The recipe controls the following aspects:

  • Valuation using prices from the quotes store
  • Painting on of security properties
  • Sorting, filtering, grouping of results
  • Storing the data in results set, allows use in reconciliation.