Coupon Type classifies how a debt instrument's coupon is structured.

In the Capital Market Data Model we distinguish the following coupon types:

• Fixed
• Floating
• Zero
• Single

• Fixed to IBOR
• Fixed to Reverse FRN
• IBOR to Fixed
• IBOR to Reverse FRN
• Reverse FRN
• Inflation Linked
• CMS
• Variable (Undisc.)
• Step

• FX
• Fixed to FX
• IBOR to FX
• FX Undisclosed

• Equity Dividend
• When issued
• (Other)
• (Undisclosed)