DS033

Coupon Rate

Current Interest Rate; For Daily Reset Compounding ARR bonds, shows the estimated Annualized rate inclusive of the daily compound values and coupon spread used for accrued interest calculations on a given settle date.

FL031

Current Coupon

Current Period's interest rate; For Daily Reset Compounding ARR bonds, shows the  Annualized rate inclusive of the daily compound values and coupon spread used for accrued interest calculations on a given settle date.

DS113

Accrued Interest/100

Amount of interest accumulated, but not paid, between the most recent payment and the settlement date per 100 face value.
To see the ticket/coupon accrued, use Ticket Accrued Amount (DY259, TKT_ACCRUED).

DS127

Coupon Frequency

(i.e. 360/4)

DS138

Calculation Type

Mnemonic = CALC_TYP. Numerical code for the calculation type. The calculation type is the method used to determine the cash flows, accrued interest, and price/yield of a fixed income security based on various market conventions and security structures.

DS217

Description Notes relevant to the issue

Can be additional information not available in a dedicated Bloomberg field.

DW382

Compounded Interest Indicator (Y or N)

Indicates Simple Average or Compound Average accrual methodology.

DW383

Reset Day Convention

Same Day Reset, Prior Reset, or Following Reset;  No equivalent field in Eagle;  If PRIOR RESET, use Reset Lookback Days Type(5075) = Business ; If FOLLOWING RESET, use Reset Lookback Days Type(5075) = Calendar

DW416

Pay Delay Days

The number of days interest payment is delayed from the calculation end date.

DW465

Lockout Effective Date

First date of a Lockout Period (FL136, FLT_LOCKOUT_DAYS) for a daily reset floating rate note given the Next Coupon Settle Date (DS040, NXT_COUPON_SETTLE_DT).

FL050

Floater Coupon History

Returns the current and historical floating rates. The output includes the interest accrual start date and respective interest rate.

FL133

Float Days Prior

Number of prior business days required to find the reference rate used for a coupon rate fixing (FLT_DAYS_PRIOR). This is used for bonds instead of Lookback Days (DS178), which is typically reserved for swaps.

FL134

Float Digits Precision

The number of digits to which a floating rate is rounded.

FL136

Float Lockout Days

Indicates the number of days prior to the end of the current coupon rate observation period where the current rate will cease being subject to reset. The number of days captured in this field is inclusive of the final rate reset date.

FL140

Coupon Rate Fixing Method

Normal or RESET AT END  Indicates the fixing method. NORMAL indicates the coupon rate is determined at the beginning of each floater accrual period, while RESET AT END means the rate will not be determined until the end of the current period.

FL245

Observation Period Adjusted Days

Number of days the observation period for rate determination is shifted.

Simple Average in Arrears

1421 or 21

N

NORMAL

Used for daily resetting Floating Rate Notes. Typically 1-day lookback for SOFR.

Simple Average in Advance

N

RESET AT END

Not currently used in the context of ARR securities (similar to LIBOR term rate accruals).

Compound Average in Advance

Y

NORMAL

Not currently used in the context of ARR securities (similar to LIBOR term rate accruals).

Compound Average in Arrears

999

Y

RESET AT END

Used for Compound Average in Arrears bonds with Spread-Exclusive accruals (index portion compounded, spread not compounded).