The CSRNonSecBucket store identifies the CSR non-Sec 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 issuer credit spread curve (“IG”, “HY”, or “NR”)
CSRSector
Y
String
The relevant sector of the issuer credit spread curve
RiskClass
Y
String
The risk class, must be “CSR non-Sec”
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).
