UnderlyingDescriptionOverrides

The UnderlyingDescriptionOverrides store contains alternative descriptions of the SBM underlyings. See UnderlyingDescription store. It is an isolated store indexed by Underlying, RiskClass, ParameterSet, and AsOfDate.

Store Field	Key	CanBeNull	Type	Description
Underlying	Y		String	The primary component of the risk factor.
RiskClass	Y		String	The risk-class (“CSR non-Sec”, “CSR Sec non-CTP”, “CSR Sec CTP”, “Equity”, “Commodity”)
ParameterSet	Y		String	The Parameter Set for which the overrides apply.
Bucket		Y	String	The Bucket the Underlying belongs to. Replaces Bucket in the UnderlyingDescription store.
CSRQuality		Y	String	CSR only. The credit quality of the curve (“Senior IG”, IG”, “HY”, or “NR”). Replaces CSRQuality in the UnderlyingDescription store.
CSRSector		Y	String	CSR only. The relevant sector of the curve. Replaces Bucket in the UnderlyingDescription store.
CSRRating		Y	String	CSR non-Sec only. “high” for AA- and above covered bonds. Replaces CSRSector in the UnderlyingDescription store.
EquityMarketCap		Y	String	Equity only. The equity issuer market cap (“Large”, “Small”, “Other”). Replaces EquityMarketCap in the UnderlyingDescription store.
EquityEconomy		Y	String	Equity only. The equity issuer economy (“Emerging”, “Advanced”, “Other”). Replaces EquityEconomy in the UnderlyingDescription store.
EquitySector		Y	String	Equity only. The equity issuer sector. Replaces EquitySector in the UnderlyingDescription store.
Pool		Y	String	CSR Sec non-CTP only. Underlying pool for the tranche. Replaces Pool in the UnderlyingDescription store.
Attachment		Y	Double	CSR Sec non-CTP only. Attachment point for the tranche. Replaces Attachment in the UnderlyingDescription store.
Detachment		Y	Double	CSR Sec non-CTP only. Detachment point for the tranche. Replaces Detachment in the UnderlyingDescription store.
AsOfDate	Y		Date[yyyy-mm-dd]	Timestamp (at close of business) for the data.