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CSRNonSecBucket
The CSRNonSecBucket store identifies the CSR non-Sec buckets.
It is an isolated store indexed by CSRQuality, CSRSector, RiskClass, and AsOfDate.
Store Field |
Key |
CanBeNull |
Type |
Description |
Bucket |
|
|
String |
Bucket number (1 – 16). |
CSRQuality |
Y |
|
String |
The credit quality of the issuer credit spread curve (“IG”, “HY”, or “NR”) |
CSRSector |
Y |
|
String |
The relevant sector of the issuer credit spread curve |
RiskClass |
Y |
|
String |
The risk class, must be “CSR non-Sec” |
AsOfDate |
Y |
|
LOCALDATE[yyyy-mm-dd] |
Timestamp (at close of business) for the data. |