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UnderlyingDescription

The UnderlyingDescription store contains the description of the curve.

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

Data Model Field Store Field Notes
As-Of Date AsOfDate
Curve Name Underlying
Risk Class RiskClass “CSR non-Sec”
Bucket Bucket
Credit Quality CSRQuality
Sector CSRSector
Covered Bond Rating CSRRating “high” or “low”