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.

Available Metrics

Any custom property can be used as a metric, there are also a number of default metrics available which include:

  • Instrument/default/Name
  • Holding/default/SubHoldingKey
  • Holding/default/Units
  • Holding/default/Cost
  • Holding/default/PV
  • Holding/default/PortfolioGroupLevel1
  • Holding/default/PortfolioGroupLevel2
  • Portfolio/default/Name
  • Portfolio/default/Id

Available Operations

The following operations are currently supported:

  • Sum
  • Proportion
  • Average
  • Count
  • Min
  • Max
  • Value