SAS Documentation
SASĀ® Solution for Stress Testing
Reference manual - version 08.2021
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cashflow.sas
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1/*
2 Copyright (C) 2018 SAS Institute Inc. Cary, NC, USA
3*/
4
5/**
6 \file
7 \brief Cashflow table
8 \details
9
10 |PK |Variable |Type | Required? |Relationships |Label |Description |
11 |--------------|-------------------------|------------------|-----------|---------------------------------------------|--------------------------|--------------------------------------------------------------|
12 |![ ](pk.jpg) | <b>REPORTING_DT</b> | NUMERIC(8) | Y | | Reporting Date | SAS Date value |
13 |![ ](pk.jpg) | <b>ENTITY_ID</b> | VARCHAR(32) | Y | \link entity.sas \endlink | Entity Id | Entity Identifier |
14 |![ ](pk.jpg) | <b>INSTID</b> | VARCHAR(64) | Y | \link credit_portfolio.sas \endlink | Instrument Identifier | Unique identifier for an instrument/transaction/account. |
15 |![ ](pk.jpg) | <b>CASHFLOW_LEG</b> | VARCHAR(32) | Y | | Cashflow Leg | Cashflow Leg |
16 |![ ](pk.jpg) | <b>CASHFLOW_DT</b> | NUMERIC(8) | Y | | Cashflow Date | Cashflow Date |
17 | | CASHFLOW_AMT | NUMERIC(8) | N | | Cashflow Amount | Cashflow Amount |
18
19
20
21
22 \ingroup ddlFactCreditRisk
23 \author SAS Institute Inc.
24 \date 2018
25*/
26
27CREATE TABLE &LIBREF..CASHFLOW (
28 REPORTING_DT DATE label = 'Reporting Date' FORMAT = &DTFMT.,
29 ENTITY_ID VARCHAR(32) label = 'Entity Id',
30 INSTID VARCHAR(64) label = 'Instrument Identifier',
31 CASHFLOW_LEG VARCHAR(32) label = 'Cashflow Leg',
32 CASHFLOW_DT DATE label = 'Cashflow Date' FORMAT = &DTFMT.,
33 CASHFLOW_AMT NUMERIC(8) label = 'Cashflow Amount',
34 CONSTRAINT PRIM_KEY PRIMARY KEY (REPORTING_DT, ENTITY_ID, INSTID, CASHFLOW_LEG, CASHFLOW_DT)
35);