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

Synthetic instruments from template: configuration table. More...

Go to the source code of this file.

Detailed Description

Synthetic instruments from template: configuration table.

PK Variable Type Required? Relationships Label Description
INSTID VARCHAR(64) Y Instrument Identifier Unique identifier for an instrument/transaction/account. The name of this column is required to be INSTID by SAS HP Risk.
VARNAME VARCHAR(32) N Variable Name Name of the variable subject to randomization.
DISTRIBUTION VARCHAR(50) N Probability Distribution Probability distribution assumption: NORMAL or BETA
MIN NUMERIC(8) N Distribution Minimum Probability distribution assumption: Minimum
MAX NUMERIC(8) N Distribution Maximum Probability distribution assumption: Maximum
PARM1 NUMERIC(8) N First Distribution Parameter Probability distribution assumption. It is the location parameter if DIST=NORMAL. It is SHAPE1 if DIST=BETA.
PARM2 NUMERIC(8) N Second Distribution Parameter Probability distribution assumption. It is the scale/std parameter if DIST=NORMAL. It is SHAPE2 if DIST=BETA.
TRANSFORMATION_METHOD VARCHAR(50) N Transformation Method It determines the transformation Method. 1) "Var_Distribution" indicates the use of built-in functions for a single variable. "Var_Custom" indicates the use of custom functions for a single variable. "Block_Custom" indicates the use of custom functions for more variables at once.
CUSTOM_FUNCTION VARCHAR(1000) N Custom Function Custom Function defined by the user.
Author
SAS Institute Inc.
Date
2018

Definition in file synthetic_template_config.sas.