Search
K
9fin ABF API

AbfTranche

object

A tranche of an ABF deal, from the deal’s most recent version.

Example:{"benchmark":"EURIBOR 3M","coupon":5.25,"coupon_type":"Floating","credit_enhancement":12.5,"currency":"EUR","deal_code":"ABCD1234","discount_margin":145,"isin_reg_s":"XS1234567890","moodys_rating":"Aaa","price":100,"s_and_p_rating":"AAA","status":"Priced","tranche_name":"Class A","tranche_size":400000000,"weighted_average_life":2.9}

benchmarkAny Of
required

Reference rate for a floating coupon. Null when not floating.

Variant 1string
couponAny Of
required

Coupon rate, percent. Null when none.

Variant 1number
coupon_typestringrequired

Coupon type, e.g. Fixed, Floating.

credit_enhancementAny Of
required

Credit enhancement, percent. Null when not published.

Variant 1number
currencystringrequired

ISO currency code of the tranche.

dbrs_ratingAny Of
required

DBRS rating. Null when unrated.

Variant 1string
deal_codestringrequired

Identifier of the deal this tranche belongs to, matching deal_code on /v0/abf/deals. Use it to join the two.

discount_marginAny Of
required

Discount margin over the benchmark, basis points. Null when none.

Variant 1number
fitch_ratingAny Of
required

Fitch rating. Null when unrated.

Variant 1string
isin_144aAny Of
required

Rule 144A ISIN. Null when the tranche has no 144A listing.

Variant 1string
isin_reg_sAny Of
required

Reg S ISIN. Null when the tranche has no Reg S listing.

Variant 1string
moodys_ratingAny Of
required

Moody’s rating. Null when unrated.

Variant 1string
other_ratingAny Of
required

Rating from an agency outside the four above. Null when none.

Variant 1string
priceAny Of
required

Issue price. Null when not priced.

Variant 1number
s_and_p_ratingAny Of
required

S&P rating. Null when unrated.

Variant 1string
statusAny Of
required

Tranche status, e.g. Priced. Null when not yet set.

Variant 1string
tranche_namestringrequired

Tranche name, e.g. Class A.

tranche_sizenumberrequired

Size of the tranche. Amount in full currency units (not millions).

weighted_average_lifeAny Of
required

Weighted average life (WAL), years. Null when not published.

Variant 1number
Example