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Finding Bond Coupon Dates and Cash Flow Schedules in Bloomberg

Article Quant Q&A · Author: vanguard2k
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Summary

The document addresses how to retrieve the dates of upcoming bond coupon payments and other scheduled cash flows in Bloomberg. One suggested bulk data field provides a security’s cash flow schedule, including payment dates and amounts. Bloomberg’s cash flow analysis screen is also described as a way to view and export the coupon and principal schedule.

A second approach uses the next coupon date or days until the next coupon together with coupon frequency to estimate later payment dates. The response cautions that this calculation may be off by a few days, so it is an approximation rather than a substitute for the actual schedule when precise dates matter. The material is a short collection of field and screen suggestions; it does not compare data coverage across bond types or explain how to handle unusual payment calendars, holidays, or amended terms. For exact upcoming cash flows, the schedule-based options are the most directly relevant methods described.

Key ideas

  • A Bloomberg cash flow schedule field can return payment dates alongside amounts.
  • The cash flow analysis screen can be used to export coupon and principal schedules.
  • The next coupon date and coupon frequency can be used to estimate later dates.
  • Dates inferred from frequency may be a few days inaccurate.

Tags

Fixed income
Full text
# Is there a Bloomberg field for a bonds (upcoming) coupon dates?


# Is there a Bloomberg field for a bonds (upcoming) coupon dates?












For a specific bond I need to calculate the time until each of the upcoming cash flow payments (for obvious reasons). So I wondered if there is a field (bulk data) that gives me all the dates of the coupons (if any)? I tried the FLDS command but found nothing...

## Answer by user6306 (score 4, accepted)

https://quant.stackexchange.com/a/9188

What about DES_CASH_FLOW?

> This field returns the securities cashflow schedule. All payment dates are included with the corresponding payment amount.

## Answer by sets (score 2)

https://quant.stackexchange.com/a/9181

I am not sure if the exact upcoming coupon dates can be retrieved in BBG, but using the fields:

- DAYS_TO_NEXT_COUPON or NXT_CPN_DT (Days to next coupon / next coupon date) plus

- CPN_FREQ (coupon frequency)

it should be easy to calculate the time until each upcoming coupon date.

Of course, these coupon dates would be an approximation (ie: they might be off by a couple of days), so I am not sure if this appraoch is good enough for you.

## Answer by lemarin (score 2)

https://quant.stackexchange.com/a/9185

For any bond, you can type CSHF (Cashflow Analysis) and export the coupon/principal schedule.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.