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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 |
|
Y |
String |
The Bucket the Underlying belongs to.
Replaces Bucket in the UnderlyingDescription store. |
| CSRQuality |
|
Y |
String |
CSR only. The credit quality of the curve (“Senior IG”, IG", “HY”, or “NR”).
Replaces CSRQuality in the UnderlyingDescription store. |
| CSRSector |
|
Y |
String |
CSR only. The relevant sector of the curve.
Replaces Bucket in the UnderlyingDescription store. |
| CSRRating |
|
Y |
String |
CSR non-Sec only. “high” for AA- and above covered bonds.
Replaces CSRSector in the UnderlyingDescription store. |
| EquityMarketCap |
|
Y |
String |
Equity only. The equity issuer market cap (“Large”, “Small”, “Other”).
Replaces EquityMarketCap in the UnderlyingDescription store. |
| EquityEconomy |
|
Y |
String |
Equity only. The equity issuer economy (“Emerging”, “Advanced”, “Other”).
Replaces EquityEconomy in the UnderlyingDescription store. |
| EquitySector |
|
Y |
String |
Equity only. The equity issuer sector.
Replaces EquitySector in the UnderlyingDescription store. |
| Pool |
|
Y |
String |
CSR Sec non-CTP only. Underlying pool for the tranche.
Replaces Pool in the UnderlyingDescription store. |
| Attachment |
|
Y |
Double |
CSR Sec non-CTP only. Attachment point for the tranche.
Replaces Attachment in the UnderlyingDescription store. |
| Detachment |
|
Y |
Double |
CSR Sec non-CTP only. Detachment point for the tranche.
Replaces Detachment in the UnderlyingDescription store. |
| AsOfDate |
Y |
|
Date[yyyy-mm-dd] |
Timestamp (at close of business) for the data. |