UnderlyingDescription

Store Field Key CanBeNull Type Cube Field Description
Underlying Y String [Market Data].[Underlying] Represents the primary component of the risk factor. For example, a risk factor for commodity might include commodity name, grade, time etc. In this sense, we want to capture just the name of the commodity.
RiskClass Y String See field in referencing store (RiskFactorDescription)
GIRR Curve Type String [Market Data].[GIRR Curve Types]
GIRR Ccy String [Risk].[Currencies]
CSRQuality String [Market Data].[CSR Quality] Valid only for the CSR RiskClasses:
  • CSR non-Sec
  • CSR Sec CTP
  • CSR Sec non-CTP - needed for Vega bucket
CSRSector String [Market Data].[CSR Sector] Valid only for the CSR RiskClasses:
  • CSR non-Sec
  • CSR Sec CTP
  • CSR Sec non-CTP - needed for Vega bucket
CSRRating String [[Market Data].[CSR Rating] Valid for CSR non-Sec only.
EquityMarketCap String [Market Data].[Equity Market Cap] Valid for Equity only - needed for Vega bucket.
EquityEconomy String [Market Data].[Equity Issuer Economy] Valid for Equity only - needed for Vega bucket.
EquitySector String [Market Data].[Equity Sector] Valid for Equity only - needed for Vega bucket.
UnderlyingFXOriginalCcy String FX Original Bucket (This is an internal field)
AsOfDate Y LOCALDATE[yyyy-mm-dd] See field in referencing store (TradeBase) Timestamp (at close of business) for the data.
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