SAS Documentation
SASĀ® Solution for Stress Testing
Reference manual - version 08.2021
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irmc_cf_eliminated_remap.sas File Reference

It creates a cash flow data set associated with positions selected for elimination. More...

Go to the source code of this file.

Detailed Description

It creates a cash flow data set associated with positions selected for elimination.

Parameters
[in]ds_in_cfInput cash flow table.
[in]ds_in_short_positionInput short positions.
[in]working_libnameWorking libnames
[out]ds_outOutput table containing the cash flow associated with the short positions.

Given an input cash flow table (DS_IN_CF) and a map (DS_IN_SHORT_POSITION) that connects the original INSTIDs of the eliminated positions and the new INSTIDs derived from the elimination, it creates a cash flow data set for the positions selected for elimination.

The structure of the DS_IN_CF table is as follows:

Variable Type Description
<INSTID> CHARACTER Cash-Flow identifier variable.
Other Variables CHARACTER/NUMERIC Other variables not relevant for the merge

The structure of the DS_IN_SHORT_POSITION table is as follows:

Variable Type Description
<INSTID> CHARACTER Instrument identifier variable.
<ORIG_INSTID> CHARACTER Instrument original identifier variable.
Author
SAS Institute INC.
Date
2020

Definition in file irmc_cf_eliminated_remap.sas.