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serving the Public interest of Transparency in Debt Capital Markets
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Coupon Type

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)