RiskFactorDescription

The RiskFactorDescription store contains the description of risk-factor. The following table lists the fields in the store that are used for the CSR non-Sec risk-class. See the RiskFactorDescription store documentation for details on the store.

Data Model Field	Store Field	Notes
As-Of Date	AsOfDate
Risk Factor Name	Risk Factor
Risk Class	RiskClass	“CSR non-Sec”
Risk Measure	Risk Measure	“Delta”, “Vega”, or “Curvature”
Curve Name	Underlying
Curve Type	Risk Factor Type	“Bond” or “CDS”
Sensitivity Tenors	Maturity	for Vega only

SaSensitivities

UnderlyingDescription

⌘I