CSRBucketCorrelations

The CSRBucketCorrelations store holds the inter-bucket correlations (gamma) between CSR buckets by parameter set and effective date.

Store Field	Key	CanBeNull	Type	Description
Bucket_X	Y	N	String	The first CSR bucket.
Bucket_Y	Y	N	String	The second CSR bucket.
Correlation	N	N	Double	The gamma(sector) correlation between the two buckets.
RiskClass	Y	N	String	The risk class, “CSR non-Sec”, “CSR Sec non-CTP”, or “CSR Sec CTP”.
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).