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Usage Note 65547: A new argument, CFDATES, is added for the OUTPUT statement in SAS® High-Performance Risk
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A new argument, CFDATES=, is available for the OUTPUT statement in the HPRISK procedure to filter content that is written to the CASHFLOW output data set. Here is the syntax:
This argument filters the CASHFLOW output to where _cashflow_.matdate[i] (Mat_Date in the CASHFLOW data set) is on or between the specified dates. By specifying the CFDATES= argument in this manner, PROC HPRISK does not write any observation where _cashflow_.matdate[i] is missing, less than the start date, or greater than the end date.
For example, the following example limits the CASHFLOW output to maturity dates that are on or between March 1, 2018, and July 1, 2019:
The following code example demonstrates the complete PROC HPRISK step with this new argument:
task = runproject
expprojlib = hpexplib
project = mixtype
filesprefix = "%trim(%left(&cube_loc))mixtypes"
cube = "%trim(%left(&cube_loc))mixtypes" ;
output outcashflow = hpoutlib.hpcashflow
cfdates = ('01MAR2018'd - '01JUL2019'd) ;
crossclassvars instid;
performance nodes=1 nthreads=1;
run;
quit;
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Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS High-Performance Risk | Microsoft® Windows® for x64 | 4.2 | 9.4 TS1M6 | ||
| 64-bit Enabled AIX | 4.2 | 9.4 TS1M6 | ||||
| Linux for x64 | 4.2 | 9.4 TS1M6 | ||||