SET Assets Set of Assets /RF, AA_1 * AA_17/; SET Scenarios Number of scenarios /SS_1 * SS_10000/; ALIAS (Assets, i); ALIAS (Scenarios, l); SET BroadAssetClasses Number of broad asset classes /BA_1,BA_2,BA_3/; ALIAS (BroadAssetClasses, j); SET BroadAssetClassOne(i) First broad asset class /RF, AA_1 * AA_5/; SET BroadAssetClassTwo(i) Second broad asset class /AA_6 * AA_11/; SET BroadAssetClassThree(i) Third broad asset class /AA_12 * AA_17/; ALIAS (BroadAssetClassOne, m1); ALIAS (BroadAssetClassTwo, m2); ALIAS (BroadAssetClassThree, m3); SET ACTIVE(Assets); ALIAS (ACTIVE, a);