User Defined Logic in MIP is compiled into a risk method. If you look at the generated code you will see it is inside of a PROC COMPILE. The behavior there is very similar to PROC FCMP. The code looks like data step code and often does the same thing but, not always. Within the MIP documentation there is a best practices guide. It helps explain this as well as intermediate variables being retained and get_rf_by_horizon.
In this case, if INT is a risk factor, using get_rf_by_horizon would be best.
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