GIRRCorrelationOverrides

Store Field Key CanBeNull Type Cube Field Description
Ccy Y N String The first GIRR bucket in the pair
CounterCcy Y N String The second GIRR bucket in the pair
Correlation N Y Double The correlation to use between the two buckets ($\gamma_{bc}$)
AsOfDate Y N LOCALDATE[yyyy-mm-dd] The start date that the parameter takes effect.
ParameterSet Y N String The parameter set to which the parameter belongs (default = BCBS).