UnderlyingDescription

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

Data Model Field	Store Field	Notes
As-Of Date	AsOfDate
Tranche Name	Underlying
Risk Class	RiskClass	“CSR Sec non-CTP”
Bucket	Bucket
Credit Quality	CSRQuality
Sector	CSRSector
Pool	Pool
Attachment	Attachment
Detachment	Detachment

RiskFactorDescription

Delta

⌘I