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CSRSecCTPBucket
The CSRSecCTPBucket store identifies the CSR Sec CTP buckets.
It is an isolated store indexed by CSRQuality, CSRSector, RiskClass, AsOfDate, and ParameterSet.
| Store Field |
Key |
CanBeNull |
Type |
Description |
| Bucket |
|
|
String |
Bucket number (e.g. 1-16). |
| CSRQuality |
Y |
|
String |
The credit quality of the tranche credit spread curve (“Senior IG”, IG", “HY”, or “NR”) |
| CSRSector |
Y |
|
String |
The relevant sector of the tranche credit spread curve |
| RiskClass |
Y |
|
String |
The risk class, must be “CSR Sec CTP” |
| AsOfDate |
Y |
|
LOCALDATE[yyyy-mm-dd] |
The start date that the bucket definition takes effect. |
| ParameterSet |
Y |
|
String |
The parameter set to which the parameter belongs (default = BCBS). |