SAS Documentation
SASĀ® Solution for Stress Testing
Reference manual - version 08.2021
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irmst_task_enrich_market_portfolio.sas
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1/*
2 Copyright (C) 2018 SAS Institute Inc. Cary, NC, USA
3*/
4
5/** \file
6 \brief Enrich Market Portfolio table
7
8 \details
9
10 This node extract from the input Portfolio table the records that match entries in the input Entity table.
11 Data enrichment is performed to lookup dimensional information from the following mapping tables:
12 - \link EMPTY \endlink
13
14
15
16 \ingroup nodes
17 \author SAS Institute Inc.
18 \date 2021
19*/
20
21
22/* ************************************** */
23/* Create Enriched Portfolio table */
24/* ************************************** */
25%irmst_enrich_portfolio(ds_in_portfolio = st_lnd.market_portfolio
26 , ds_in_counterparty = st_lnd.market_counterparty
27 , ds_in_entity = st_stg.entity
28 , ds_in_map_geo_hierarchy = st_map.map_geo_hierarchy
29 , ds_in_map_product_hierarchy = st_map.map_product_hierarchy
30 , ds_in_map_reg_product_hierarchy = st_map.map_regulatory_product_hierarchy
31 , ds_in_map_lob_hierarchy = st_map.map_lob_hierarchy
32 , ds_in_map_dpd_type = st_map.map_dpd_type
33 , ds_in_map_ltv_type = st_map.map_ltv_type
34 , ds_out = st_stg.market_portfolio
35 , enrich_counterparty_flg = &enrich_counterparty_flg.
36 );
37
38
39
40
41
42
43/* *********************************************************************** */
44/* Create Result List table: list all outputs created by this program */
45/* *********************************************************************** */
46data &ds_out_result_list.;
47 length
48 source_code $256.
49 table_name $100.
50 data_type $20.
51 status $20.
52 ;
53 /* Macro variable PROGRAM_NAME is set by macro irmc_task_runner */
54 source_code = "&program_name.";
55 table_name = "ST_STG.MARKET_PORTFOLIO";
56 data_type = "View";
57 status = "Created";
58run;
59