25%let mipProcHpriskArguments = %bquote(distribute_positions = YES priceby = positions;);
28%let cashflow_key = ${params.CASHFLOW.key};
31%let mipQueryFilter=simulationpart=
"ECONOMIC_CAPITAL" or simulationpart=
"COMPONENT_ECONOMIC_CAPITAL" or simulationpart=
"VALUEATRISK" or simulationpart=
"COMPONENT_VALUEATRISK" or simulationpart=
"EXPECTEDLOSS";
34%let mipHorizon=%eval(&maxForecastTime.+1);
41%let mipCashflows = EC_Cashflows : mipcf.cashflow_&base_dt_ymdn._&model_run_key.;
46%irm_set_logging_options();
48%macro st_model_prep();
58 %let renameStmt = %nrstr(
61 cashflow_leg = valType
62 cashflow_amt = valAmount
68 %let responseStatus =;
69 %irm_rgf_retrieve_analysis_data(key = &cashflow_key.
70 , libref = &dr_libref.
71 , outds = mipcf.cashflow_&base_dt_ymdn._&model_run_key.
72 , outds_partition_list = cashflow_partition_list
74 , custom_code = %superq(renameStmt)
75 , outds_dataInfo = cashflow_dataInfo
76 , outds_dataDef = cashflow_dataDef
77 , host = &rgf_protocol.:
78 , server = &rgf_service.
79 , solution = &rgf_solution.
81 , tgt_ticket = &tgt_ticket.
82 , outVarTicket = ticket
83 , outSuccess = httpSuccess
84 , outResponseStatus = responseStatus
91 %let reporting_dt=%sysfunc(datepart(&BASE_DTTM.));
92 %irmc_cf_frontbook_generation( ds_in_frontbook = &ds_in_synth_position.
93 , ds_in_cf_config = ST_CFG.SYNTHETIC_TEMPLATE_CF_CONFIG
94 , ds_out = mipcf.frontbook_cf_&base_dt_ymdn._&model_run_key.
95 , balance_var = unpaid_balance_amt
97 , maturity_dt_var = maturity_dt
98 , reporting_dt = &reporting_dt.
99 , interval = ${params.MIPINTERVAL}
105 data=mipcf.frontbook_cf_&base_dt_ymdn._&model_run_key.
106 base=mipcf.cashflow_&base_dt_ymdn._&model_run_key.;
126 %
if (%rsk_dsexist(_FRTBK_.short_position) and %rsk_attrn(_FRTBK_.short_position, nlobs) ne 0) %then %
do;
129 %irmc_cf_eliminated_remap( ds_in_cf = mipcf.cashflow_&base_dt_ymdn._&model_run_key.
130 , ds_in_short_position = _FRTBK_.short_position
131 , working_libname = _FRTBK_
132 , ds_out = mipcf.elimnated_CF_&base_dt_ymdn._&model_run_key.
137 data=mipcf.elimnated_CF_&base_dt_ymdn._&model_run_key.(drop=ORIG_INSTID)
138 base=mipcf.cashflow_&base_dt_ymdn._&model_run_key.;