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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 GIRR 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 “GIRR”
Curve Type GIRR Curve Type “Yield”, “Basis”, or “Inflation”
Curve Currency GIRR ccy