Calling IML function (Call Eigen) inside Proc Risk / Compile

[Anindya]

Guys,

I am trying to generate Eigen Value using call eigen subroutine inside a MIP UDL (pricing method). As the function can't be called directly, I have used run_macro facility of proc fcmp (based on the following link - https://documentation.sas.com/?docsetId=proc&docsetTarget=n19ylmyrvhp7y6n1889zmwsv9nuh.htm&docsetVer....)

But after execution I am facing the following error - The function run_macro is not found. 

Please suggest.

Note - Client is using Proc IML (Call Eigen) procedure to generate Eigen values and is expecting the same output from MIP as well.