Dictionary

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)