About chandra_shekhar

chandra_shekhar · ‎07-22-2020

Hi, Thanks to reply. It will be helpful. I observed a strange thing that when i use the function get_rf_by_horizon in model through expression, in that scenario i am getting the values of economic data for future dates. I don't have any clue how system is reading the future dates values when i execute through models in MIP. In the model the equation is passed as below: (get_rf_by_horizon(Inflation,_horizon_) -0.000143567)* 0.056783 I referred the MIP user guide also, It is mentioned in the guide as below: get_rf_by_horizon(_UER_.State,_HORIZON_) Note: For age-indexed variables, the expression typically contains the _HORIZON_ variable. The _HORIZON_ variable is the index variable in the loop 1 to _MAXHORIZON_. Can you explain ?

chandra_shekhar · ‎07-07-2020

Hi All, I have Inflation as macro economic variable in economic data for past, current & future dates (assuming 30Apr 2020 is reporting date). I need to read inflation rates from reporting date to future dates to compute LGD in MIP UDL. I am using get_rf_by_horizon to read inflation in UDL through a loop. But the function is returning missing values. Refer the below code. do i = to cnt; inflan_val[i]=get_rf_by_horizon(Inflation,i); end; But when i pass the values as mentioned below, In that case i am getting values. inflan_val[i]=get_rf_by_horizon(Inflation,0); /*Returns Inflation value for reporting date*/ or inflan_val[i]=get_rf_by_horizon(Inflation,-1); /*Return Inflation value previous month of reporting date*/ Anyone can help that how can i read future values of economic data with get_rf_by_horizon function? It would be helpful.

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Re: MIP Read Economic Data

MIP Read Economic Data

Re: MIP Read Economic Data

MIP Read Economic Data