The Underlying refers to the underlying credit spread curves (bond and CDS) MAR21.11(2).Documentation Index
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| 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 |