Page Comparison

Lookup Security

Asset ID Type

1432

Specifies the primary asset identifier type for the security, such as CUSIP, ISIN, and SEDOL.

Asset ID

14

Specifies the identification number of the primary asset ID type for the security.

Issue Name

961

Specifies the name of the security.

Pool Number

Specifies the pool reference number of the mortgage or asset backed security.

Issue Date

68

Displays the date the security was issued.

Maturity Date

38

Displays the date the final principal payment is due on the security.

Time Sensitive Indicator

11926

Identifies whether the security uses floating rate data that changes over time. You must create SMF earnings time periods for securities when this value is Yes.

SMF Earning Time Period

Begin Date

220

Specifies the first day the earnings time period becomes effective. The beginning date corresponds to either a reset date for changes to an underlying index or index offset or coupon date for all other changes.
The effective date of the earliest or initial time period entry you create must have a begin date that is equal to the earlier of the dated date or the issue date of the security. Each begin date should start one day after the end date of the preceding time period.

End Date

221

Specifies the last effective day for the earnings time period. You can leave this value blank for the last entry for a security.

Coupon

70

Specifies the rate at which the security pays interest. It is expressed as an accrual rate. A value of zero is required for zero coupon bonds.

Coupon Type Code

97

Indicates the type of coupon associated with the security. Options include:

• Fixed Rate. The security has fixed coupon dates and has a fixed coupon rate to calculate the coupon for use in earnings.
• Floating Rate. The security has fixed coupon dates and uses a variable rate that is based on an underlying index and index offset to calculate the coupon to use for earnings. You must enter the rate in the Variable Rate table.
• Inverse Floater. The security has fixed coupon dates and uses a variable rate whose coupon rate is calculated inversely to the underlying index to which it is attached. When you select this value, the system displays the following fields: Inverse Floater Rate, Inverse Floater Multiple, Underlying Issue Name, Underlying Asset ID, and Index Offset. You must enter the rate in the Variable Rate table.
• Step Rate. The security has fixed coupon dates and uses a variable rate based on the security identifier to calculate the coupon for use in earnings. You must enter the rate in the Variable Rate table. The system recognizes this option as a step bond (also called a step coupon bond, step up bond, or step down bond).
• Unscheduled Variable Rate. The security has unscheduled payments and accrues interest based on the rate you enter in the Variable Rate table.
• Variable Rate. The security has fixed coupon dates and uses a variable rate based on the security identifier to calculate the coupon for use in earnings. You must enter the rate in the Variable Rate table.

Day Count Basis

471

Specifies the number of days assumed in a month or year when interest rates are quoted.

Payment Frequency

2287

Specifies the frequency at which the debt instrument pays interest.

Payment Frequency Code

472

Specifies the code that represents the payment frequency.

Underlying Security ID

1348

Specifies the security identifier of the underlying security.

Underlying Issue Name

1141

Specifies the issue name of the underlying security.

Underlying Security Alias

1347

Specifies the asset identifier of the underlying security.

Underlying Ticker

1349

Specifies the ticker of the underlying security.

Index Offset

215

Specifies the basis point adjustment to the underlying index, for the purpose of calculating the coupon rate of a security.

For convertible bonds, this field represents the number of shares of stock that a convertible bond can convert into per 1,000 units of a bond. For total return swaps and interest rate swaps, this field represents the spread used to track spread changes on non-coupon dates. For more information, see Calculate Earnings for Swaps When the Spread Changes Between Coupon Dates.