Underlying - Atoti Hub

The Underlying refers to the underlying credit spread curves (bond and CDS) (2).

Field	Key	Description
As-of Date	Y	Timestamp (at close of business) for the data (T-1)
Underlying Name	Y	Name of the underlying
Risk Class	Y	“CSR Sec CTP”
Bucket		1-16
Credit Quality		“IG”, “HY”, or “NR”
Sector		The relevant sector of the underlying