RiskFactorDescription

The RiskFactorDescription store contains the description of risk-factor.

The following table lists the fields in the store that are used for the CSR non-Sec risk-class. See the RiskFactorDescription store documentation for details on the store.

Data Model Field Store Field Notes
As-Of Date AsOfDate
Risk Factor Name Risk Factor
Risk Class RiskClass “CSR non-Sec”
Risk Measure Risk Measure “Delta”, “Vega”, or “Curvature”
Curve Name Underlying
Curve Type Risk Factor Type “Bond” or “CDS”