| 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). |
CSRSecCTPBucket
The CSRSecCTPBucket store identifies the CSR Sec CTP buckets.
It is an isolated store indexed by CSRQuality, CSRSector, RiskClass, AsOfDate, and ParameterSet.