| Data Model Field | Store Field | Notes |
|---|---|---|
| As-Of Date | AsOfDate | |
| Curve Name | Underlying | |
| Risk Class | RiskClass | “CSR non-Sec” |
| Bucket | Bucket | |
| Credit Quality | CSRQuality | |
| Sector | CSRSector | |
| Covered Bond Rating | CSRRating | “high” or “low” |
UnderlyingDescription
The UnderlyingDescription store contains the description of the curve.
The following table lists the fields in the store that are used for the CSR non-Sec risk-class.
See the UnderlyingDescription store documentation for details on the store.