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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. |