| 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 |
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.