The Collaborative Market Data Network -
serving the Public interest of Transparency in Debt Capital Markets
The Collaborative Market Data Network
Serving Transparency in Capital Markets
The Collaborative
Market Data Network

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)