Usage Note 18927: New Option on READ Statement for RISK Procedure: MINIMIZE_PORTFOLIO_SIZE
SAS Risk Dimensions offers a new option on the READ statement of the
RISK procedure. The new option, MINIMIZE_PORTFOLIO_SIZE, can be
specified on the READ statement within the PROC RISK code, for example:
READ SOURCES=my_sources OUT=my_portfolio MINIMIZE_PORTFOLIO_SIZE;
In many cases, applying this option will significantly reduce the size
of the portfolio files that the READ statement generates. If no
instrument in the environment uses input methods, applying this option
prompts the READ statement to refrain from including positions from
INSTDATA objects where FORMAT=SIMPLE. Instead, any RUNPROJECT which uses
this portfolio rereads those INSTDATA data sets.
Note: you may not change the INSTDATA data set between running the
READ statement (which generates the portfolio) and running the
RUNPROJECT statement (which uses that portfolio).
Operating System and Release Information
| SAS System | SAS Risk Dimensions Enterprise Edition | Microsoft Windows 2000 Professional | 4.2.1 | | 9.1 TS1M3 SP3 | |
| Microsoft Windows 2000 Server | 4.2.1 | | 9.1 TS1M3 SP3 | |
| Microsoft Windows NT Workstation | 4.2.1 | | 9.1 TS1M3 SP3 | |
| Microsoft Windows XP Professional | 4.2.1 | | 9.1 TS1M3 SP3 | |
| Microsoft Windows 2000 Datacenter Server | 4.2.1 | | 9.1 TS1M3 SP3 | |
| Solaris | 4.2.1 | | 9.1 TS1M3 SP3 | |
| Linux | 4.2.1 | | 9.1 TS1M3 SP3 | |
| 64-bit Enabled Solaris | 4.2.1 | | 9.1 TS1M3 SP3 | |
| 64-bit Enabled AIX | 4.2.1 | | 9.1 TS1M3 SP3 | |
| HP-UX | 4.2.1 | | 9.1 TS1M3 SP3 | |
| 64-bit Enabled HP-UX | 4.2.1 | | 9.1 TS1M3 SP3 | |
| Microsoft Windows 2000 Advanced Server | 4.2.1 | | 9.1 TS1M3 SP3 | |
| Tru64 UNIX | 4.2.1 | | 9.1 TS1M3 SP3 | |
| AIX | 4.2.1 | | 9.1 TS1M3 SP3 | |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Usage Note |
| Priority: | medium |
| Date Modified: | 2006-11-09 08:58:30 |
| Date Created: | 2006-11-07 10:58:05 |
