---
title: "AbfTranches"
url: "https://console.9fin.com/apis/abf-service/versions/a79a8be2-dd41-4541-904d-592dc9ccf46e/schemas/AbfTranches"
---

> Full API specification: https://console.9fin.com/apis/abf-service/versions/a79a8be2-dd41-4541-904d-592dc9ccf46e.md

# AbfTranches

A page of ABF tranches.

## OpenAPI definition

```yaml
openapi: 3.1.0
info:
  title: 9fin ABF API
  version: 0.1.6
servers:
  - description: Production environment
    url: https://api.9fin.com
components:
  schemas:
    AbfTranche:
      description: A tranche of an ABF deal, from the deal's most recent version.
      examples:
        - 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
      properties:
        benchmark:
          anyOf:
            - type: string
            - type: "null"
          description: Reference rate for a floating coupon. Null when not floating.
          title: Benchmark
        coupon:
          anyOf:
            - type: number
            - type: "null"
          description: Coupon rate, percent. Null when none.
          title: Coupon
        coupon_type:
          description: Coupon type, e.g. `Fixed`, `Floating`.
          title: Coupon Type
          type: string
        credit_enhancement:
          anyOf:
            - type: number
            - type: "null"
          description: Credit enhancement, percent. Null when not published.
          title: Credit Enhancement
        currency:
          description: ISO currency code of the tranche.
          title: Currency
          type: string
        dbrs_rating:
          anyOf:
            - type: string
            - type: "null"
          description: DBRS rating. Null when unrated.
          title: Dbrs Rating
        deal_code:
          description: Identifier of the deal this tranche belongs to, matching
            `deal_code` on `/v0/abf/deals`. Use it to join the two.
          title: Deal Code
          type: string
        discount_margin:
          anyOf:
            - type: number
            - type: "null"
          description: Discount margin over the benchmark, basis points. Null when none.
          title: Discount Margin
        fitch_rating:
          anyOf:
            - type: string
            - type: "null"
          description: Fitch rating. Null when unrated.
          title: Fitch Rating
        isin_144a:
          anyOf:
            - type: string
            - type: "null"
          description: Rule 144A ISIN. Null when the tranche has no 144A listing.
          title: Isin 144A
        isin_reg_s:
          anyOf:
            - type: string
            - type: "null"
          description: Reg S ISIN. Null when the tranche has no Reg S listing.
          title: Isin Reg S
        moodys_rating:
          anyOf:
            - type: string
            - type: "null"
          description: Moody's rating. Null when unrated.
          title: Moodys Rating
        other_rating:
          anyOf:
            - type: string
            - type: "null"
          description: Rating from an agency outside the four above. Null when none.
          title: Other Rating
        price:
          anyOf:
            - type: number
            - type: "null"
          description: Issue price. Null when not priced.
          title: Price
        s_and_p_rating:
          anyOf:
            - type: string
            - type: "null"
          description: S&P rating. Null when unrated.
          title: S And P Rating
        status:
          anyOf:
            - type: string
            - type: "null"
          description: Tranche status, e.g. `Priced`. Null when not yet set.
          title: Status
        tranche_name:
          description: Tranche name, e.g. `Class A`.
          title: Tranche Name
          type: string
        tranche_size:
          description: Size of the tranche. Amount in full currency units (not millions).
          title: Tranche Size
          type: number
        weighted_average_life:
          anyOf:
            - type: number
            - type: "null"
          description: Weighted average life (WAL), years. Null when not published.
          title: Weighted Average Life
      required:
        - deal_code
        - tranche_name
        - isin_reg_s
        - isin_144a
        - tranche_size
        - currency
        - coupon
        - coupon_type
        - benchmark
        - discount_margin
        - price
        - weighted_average_life
        - credit_enhancement
        - status
        - moodys_rating
        - s_and_p_rating
        - fitch_rating
        - dbrs_rating
        - other_rating
      title: AbfTranche
      type: object
    AbfTranches:
      description: A page of ABF tranches.
      properties:
        items:
          description: Tranches matching the request, in the requested `sort_by` order.
          items:
            $ref: "#/components/schemas/AbfTranche"
          title: Items
          type: array
        next_cursor:
          anyOf:
            - type: string
            - type: "null"
          description: Pass as `cursor` to fetch the page after this one, keeping every
            other parameter the same — a cursor is only valid for the filters
            and sort that produced it. `null` means this is the last page.
          title: Next Cursor
      required:
        - items
        - next_cursor
      title: AbfTranches
      type: object
```