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?