Hello! My question is about SAS MIP 2.4. I have a test portfolio with 2 dates for 3 loans (01JUL and 01AUG), so I have 6 records in portfolio DS. I have economics scenario data set with only one (base) scenario. My As-of-date is 01JUL, Monte Carlo simulation is disabled, and number of horizons to simulate is 1. I created the following simple UDL to see MIP iteration approach: BEGINBLOCK LOAN_INIT;
ENDBLOCK;
BEGINBLOCK MAIN;
if (simulationhorizon eq 0) then do;
end; else do;
end;
put "SIMULATION_HORIZON=" simulationhorizon;
put "InstId=" InstId;
put "MCSimulationRep=" MCSimulationRep;
_VALUE_ = 1.0;
ENDBLOCK; As a result I got the following output in log: SIMULATION_HORIZON= 0 InstId= L1 MCSimulationRep= 1 SIMULATION_HORIZON= 0 InstId= L1 MCSimulationRep= 1 SIMULATION_HORIZON= 0 InstId= L2 MCSimulationRep= 1 SIMULATION_HORIZON= 0 InstId= L2 MCSimulationRep= 1 SIMULATION_HORIZON= 0 InstId= L3 MCSimulationRep= 1 SIMULATION_HORIZON= 0 InstId= L3 MCSimulationRep= 1 SIMULATION_HORIZON= 0 InstId= L1 MCSimulationRep= 1 SIMULATION_HORIZON= 1 InstId= L1 MCSimulationRep= 1 SIMULATION_HORIZON= 0 InstId= L1 MCSimulationRep= 1 SIMULATION_HORIZON= 1 InstId= L1 MCSimulationRep= 1 SIMULATION_HORIZON= 0 InstId= L2 MCSimulationRep= 1 SIMULATION_HORIZON= 1 InstId= L2 MCSimulationRep= 1 SIMULATION_HORIZON= 0 InstId= L2 MCSimulationRep= 1 SIMULATION_HORIZON= 1 InstId= L2 MCSimulationRep= 1 SIMULATION_HORIZON= 0 InstId= L3 MCSimulationRep= 1 SIMULATION_HORIZON= 1 InstId= L3 MCSimulationRep= 1 SIMULATION_HORIZON= 0 InstId= L3 MCSimulationRep= 1 SIMULATION_HORIZON= 1 InstId= L3 MCSimulationRep= 1 But according to documentation I expected to see the following: SIMULATION_HORIZON= 0 InstId= L1 MCSimulationRep= 1 SIMULATION_HORIZON= 1 InstId= L1 MCSimulationRep= 1 SIMULATION_HORIZON= 0 InstId= L2 MCSimulationRep= 1 SIMULATION_HORIZON= 1 InstId= L2 MCSimulationRep= 1 SIMULATION_HORIZON= 0 InstId= L3 MCSimulationRep= 1 SIMULATION_HORIZON= 1 InstId= L3 MCSimulationRep= 1 Why does MIP perform so many iterations with the same combination of SIMULATION_HORIZON and InstId?
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