The CSRSecCTPBucket store identifies the CSR Sec CTP 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 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).
