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)