Product coverage

The Lumina suite covers a vast variety of products including capital markets, money markets, mutual funds, securities borrowing and lending, loans, repos, FX, derivatives (exchange traded and OTC), structured products and Latin-America local instruments.

All products are user configurable using the application’s functionality without having to develop new features. By doing so, the time to market for including new products is drastically reduced.

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Fixed Income
  • Zero Coupon, fixed and floating rate bonds
  • Floating rate bonds with single reset, overnight reset and curve based estimation
  • Partial and Total amortization
  • Mix floating-fixed bonds
  • Inflation adjustment for nominals and coupons
  • Local valuation conventions (e.g. Bonos, BPAs, BREMs in Mexico; Bonos CER in Argentina, etc.)
  • All coupon interest conventions
  • Structured bond support with the ability to edit any coupon attribute
Equities
  • Ordinary shares, ADRs and Indexes
  • Dividends, splits, subscriptions, exchanges, fusions and spinoffs management
  • ADRs conversions
Money Markets
  • CD, Loans, call money
Repurchase Agreements
  • Standard repos with clients and counter parties
  • Collateralized Repos (single and multiple)
  • Equity and Bonds
Securities Borrow and Lending
  • Equity and Bond borrows and lending
  • Fixed rate and/or MTM
Mutual Fund Shares
  • Single and range based
  • Multi currency
FX
  • FX Spot, FX Forward and NDFs for any currency combination
Futures
  • Index, FX, Bond and Equity Futures
  • Local conventions support like TIIE, DEUA in Mexico and Badlar, NDF MAE in Argentina
  • Cheapest to Deliver
ET Options
  • IR, FX, Bond and Equity options
OTC Options
  • Counter party private options
  • Per contract option exercise
Other Derivatives
  • Index and Cross Currency Swaps, FRAs and OIS
  • Local convention support (e.g., Swaps de TIIE or UDI in Mexico) and special structures with step-up amortizations
  • Asset Forwards (Debt/Equity)
Complex Derivatives
  • Complex Derivatives and Structured Notes modeling and pricing
  • Corporate/Operational event negotiation and settlement
Cash and P&L adjustments
  • Payments and receipts on any date in any currency
  • P&L adjustments for charges and commissions
Multi-Product Collateral Deposits
  • Collateral deposits in securities or cash
  • For transactions or positions