UnderlyingDescriptionOverrides

The UnderlyingDescriptionOverrides store contains alternative descriptions of the SBM underlyings. See UnderlyingDescription store.

It is an isolated store indexed by Underlying, RiskClass, ParameterSet, and AsOfDate.

Store Field Key CanBeNull Type Description
Underlying Y String The primary component of the risk factor.
RiskClass Y String The risk-class (“CSR non-Sec”, “CSR Sec non-CTP”, “CSR Sec CTP”, “Equity”, “Commodity”)
ParameterSet Y String The Parameter Set for which the overrides apply.
Bucket String The Bucket the Underlying belongs to.
Replaces Bucket in the UnderlyingDescription store.
CSRQuality String CSR only. The credit quality of the curve (“Senior IG”, IG", “HY”, or “NR”).
Replaces CSRQuality in the UnderlyingDescription store.
CSRSector String CSR only. The relevant sector of the curve.
Replaces Bucket in the UnderlyingDescription store.
CSRRating String CSR non-Sec only. “high” for AA- and above covered bonds.
Replaces CSRSector in the UnderlyingDescription store.
EquityMarketCap String Equity only. The equity issuer market cap (“Large”, “Small”, “Other”).
Replaces EquityMarketCap in the UnderlyingDescription store.
EquityEconomy String Equity only. The equity issuer economy (“Emerging”, “Advanced”, “Other”).
Replaces EquityEconomy in the UnderlyingDescription store.
EquitySector String Equity only. The equity issuer sector.
Replaces EquitySector in the UnderlyingDescription store.
AsOfDate Y Date[yyyy-mm-dd] Timestamp (at close of business) for the data.