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UnderlyingDescription

The UnderlyingDescription store contains the description of the tranche.

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

Data Model Field Store Field Notes
As-Of Date AsOfDate
Tranche Name Underlying
Risk Class RiskClass “CSR Sec non-CTP”
Bucket Bucket
Credit Quality CSRQuality
Sector CSRSector