It creates a cash flow data set associated with positions selected for elimination. More...
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It creates a cash flow data set associated with positions selected for elimination.
[in] | ds_in_cf | Input cash flow table. |
[in] | ds_in_short_position | Input short positions. |
[in] | working_libname | Working libnames |
[out] | ds_out | Output 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. |
Definition in file irmc_cf_eliminated_remap.sas.