For all of the examples, you create data files to store information about financial instruments and pricing functions. These files are used by SAS Risk Dimensions to perform analyses. Create a directory named RD_Examples in which to store these files.
You can place RD_Examples in any path as long as you have Write access to the directory. For example, you could put RD_Examples in the home directory for the sasdemo user on a Microsoft Windows system. You could replace sasdemo with your own user ID if you wanted. If you work in a UNIX environment, you could create a directory named $HOME/RD_Examples where $HOME represents the path to your user directory.
After you create RD_Examples, make it accessible to SAS Risk Dimensions through the libref RDExamp. In SAS code, you use the LIBNAME statement to associate that libref with the location. When you specify a new environment such as RDExamp.example1 through the SAS Risk Dimensions UI, you are prompted for a path the first time you use the library name. This assigns the libref.
Enter the full path in the Path field of the New Library dialog box. Alternatively, click Browse and navigate to the directory to which you want to assign the libref.
Note: The paths provided in the UI and code examples in this book assume a Microsoft Windows environment. They are written to use C:\Users\sasdemo\RD_Examples. If you run these examples in a UNIX or another Windows environment, you must change the paths appropriately.