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.