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The UnderlyingDescription store contains the description of the Crypto 2a underlying. The following table lists the fields in the store that are used for the Crypto 2a risk-class. See the UnderlyingDescription store documentation for details on the store.
Data Model FieldStore FieldNotes
As-Of DateAsOfDate
UnderlyingUnderlying
Risk ClassRiskClass“Crypto 2a”
BucketBucketCrypto asset
LocationCrypto2aExchangeFor delta and curvature only

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Note:

Crypto2aExchange is an optional datastore field, which is not required by the calculations. It is disabled by default, in which case the exchange is not stored in the datastore explicitly, however it is still used during the ETL to populate the Underlying and Risk Factor values. To enable the addition of the optional Crypto2aExchange field in the UnderlyingDescription store, the configuration parameter ‘frtb.crypto-2a.exchange-stored=true’ needs to be added.