Access Dynamic variable name in Model Implementation Platform(MIP) User Defined Language(UDL)

[Bipasha]

Hi,

Not sure if anybody can help with writing UDL in SAS MIP.

In my portfolio data set, I have PD values for 1 year for each contract. e.g.

instid product pd_1 pd_2 pd_3 pd_4 pd_5

A1     Corp      0.3    0.2   0.17  0.15  0.11

I have 5 horizons to run this portfolio data. I want to pick the respecting pd dynamically in UDL. Something like

s = simulationHorizon;

pd = pd_&s.;

This gives me a syntax error. Can anybody suggest how we can do this?

[SAS_Cares]

This previous post might be helpful https://communities.sas.com/t5/SAS-Risk-Management/Understanding-of-MIP-iteration-approach/td-p/4888...