If the variables used in the WHERE expression are not included in some
of the instrument types, then the expression cannot be true for those
instruments.  The instruments without the filtering variables will be
filtered out.

In the FILTER statement in PROC RISK, the variables used in the WHERE
expressions have to be:

 1. instrument attribute variables, which are created by
    using the DECLARE statement INSTVAR type.

 2. included in all of the instrument types, either when
    the instrument types are defined or in the BASETYPE
    instrument type, which is inherited by the other instrument types.

By following these usage instructions, all instruments can be evaluated
by the WHERE expression.  Those instruments that satisfy the WHERE
expression are included in the portfolio subset that is analyzed.

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