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

Expand Synthetic Portfolio by scenario. More...

Go to the source code of this file.

Detailed Description

Expand Synthetic Portfolio by scenario.

Parameters
[in]RUN_OPTIONParameter table containing runtime configuration values
[in]ds_in_bep_result_datainfo
[in]ds_in_bep_short_position
[out]ds_out_synth_position
[out]ds_out_short_position

In addition the following macro utilities are called:

Macro name Description Further information
irm_session_prepare Reads RUN_OPTION table and sets logging options irm_session_prepare.sas
irm_session_cleanup Removes all non-IRM WORK datasets/views and deletes all user-created macro variables from workspace session irm_session_cleanup.sas
Author
SAS Institute Inc.
Date
2018

Definition in file irmst_node_prepare_frontbook.sas.