25%let mipProcHpriskArguments = %bquote(distribute_positions = YES priceby = positions;);
28%let cashflow_key = ${params.CASHFLOW.key};
31%let mipQueryFilter=simulationPart in(
"P/L",
"Exposure",
"_ACCINT_",
"_DUR_",
"_YIELD_",
"_SWAP_DUR_",
"_VALUE_ORIG_CURRENCY_",
"_DUR_CCY1_LEG_",
"_DUR_CCY2_LEG_",
"_DUR_FIX_LEG_",
"_DUR_FLOAT_LEG_");
34%let mipHorizon=%eval(&maxForecastTime.+1);
37%*irm_file_append(file = /opt/sas/repositories/risk/rqsst/irm/source/sas/misc/examples/market_risk_factors1.sas
38 , toFile = &model_input_dir./economics/scenarios_&base_dt_ymdn._&model_run_key._&run_idx./market_risk_factors1.sas
40%*irm_file_append(file = /opt/sas/repositories/risk/rqsst/irm/source/sas/misc/examples/market_risk_factors2.sas
41 , toFile = &model_input_dir./economics/scenarios_&base_dt_ymdn._&model_run_key._&run_idx./market_risk_factors2.sas
49%let ecoSimMultiFlag = ${params.ECONSIMMULTIPLIERFLAG};
62%irm_set_logging_options();
68%
if %upcase(&ecoSimMultiFlag.)=Y %then %
do;
70 %let ds_scenario = scn_&run_idx..scenario_data;
71 %let ds_econSimulation = _sim_.econsim_&base_dt_ymdn._&model_run_key._&run_idx.;
73 %irmst_market_regenerate_econsim( ds_in_scenario = &ds_scenario.
74 , ds_in_econsim = &ds_econSimulation.