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TPT field 32 – Interest rate type
Interest rate type: * Fixed - plain vanilla fixed coupon rate * Floating - plain vanilla floating coupon rates (for all interest rates, which refer to a reference interest rate like EONIA or EURIBOR + margin in BP) * Variable - all other variable interest rates like step-up or step-down or fixed-to-float bonds. The variable feature is the (credit) margin or the change between fixed and float. * Infation_linked for inflation linked bonds in order to identify them.
| Property | Value |
|---|---|
| Field number | 32 |
| Column name | 32_Interest_rate_type |
| TPT versions | V7, V8 |
| Format | Code from a closed list |
| FinDatEx data model path | Position / BondCharacteristics / RateType |
| Solvency II | Conditional (C) |
| Swiss Solvency Test (SST) | Conditional (C) |
| NW 675 | Conditional (C) |
Allowed codes
Fixed, Floating, Variable, Inflation_linked
Applies to
Positions with CIC category 1 – Government bonds, 2 – Corporate bonds, 5 – Structured notes, 6 – Collateralised securities, 7 – Cash and deposits, 8 – Mortgages and loans, D – Swaps, E – Forwards, F – Credit derivatives.
FundsXML 4 mapping
Solvency II TPT block (TripartiteTemplateSolvencyII_V7):
…/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/InterestRateInstrumentCharacteristics/RateType
FundsXML core structures (fund, position, asset master data):
AssetMasterData/Asset/AssetDetails/Bond/Coupon/Type— bond; Fixed ↔ fix (zero with a 0 % coupon, read back as Fixed), Floating ↔ float
The field mapping table lists every field side by side; TPT to FundsXML explains the rules behind it.
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