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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 Sec non-CTP 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 Sec non-CTP”
Risk Measure Risk Measure “Delta”, “Vega”, or “Curvature”
Tranche Name Underlying
Curve Type Risk Factor Type “Bond” or “CDS”