SUPPORT / SAMPLES & SAS NOTES
Problem Note 20261: Filter results are incorrect when variables are not listed in ascending order in the IN clause
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If you use the IN clause to create a portfolio filter with SAS® Risk
Dimensions®, and if the variable names within the clause are not sorted
in ascending order, some instruments might be missed by the filter, and
the results of the filter will be incorrect.
whereas this definition is not:
where
*
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.
No error or warning messages are produced indicating the the filter did not work properly.
To circumvent the problem, sort the variable names within the clause in ascending order.
For example, the following filter definition is correct:
FILTER <filter-name> "WHERE <cross-class> IN ('A' 'B')";
FILTER <filter-name> "WHERE <cross-class> IN ('B' 'A')";
- FILTER is the FILTER statement in PROC RISK
- <filter-name> is a name for the portfolio filter, specified in the FILTER statement
- <cross-class> is the name for the cross classification, specified in the CROSSCLASS statement
- 'A' and 'B' are the names of instrument variables
Select the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS Risk Dimensions Enterprise Edition | Microsoft Windows XP Professional | 4.2.1 | 5.2 | 9.1 TS1M3 SP3 | 9.2 TS2M0 |
| 64-bit Enabled Solaris | 4.2.1 | 5.2 | 9.1 TS1M3 SP3 | 9.2 TS2M0 | ||
| Solaris | 4.2.1 | 5.2 | 9.1 TS1M3 SP3 | 9.2 TS2M0 | ||
| Microsoft Windows 2000 Server | 4.2.1 | 5.2 | 9.1 TS1M3 SP3 | 9.2 TS2M0 | ||
| Microsoft Windows NT Workstation | 4.2.1 | 9.1 TS1M3 SP3 | ||||
| Microsoft Windows 2000 Professional | 4.2.1 | 5.2 | 9.1 TS1M3 SP3 | 9.2 TS2M0 | ||
| Microsoft Windows 2000 Datacenter Server | 4.2.1 | 5.2 | 9.1 TS1M3 SP3 | 9.2 TS2M0 | ||
| Microsoft Windows 2000 Advanced Server | 4.2.1 | 5.2 | 9.1 TS1M3 SP3 | 9.2 TS2M0 | ||
| Linux | 4.2.1 | 5.2 | 9.1 TS1M3 SP3 | 9.2 TS2M0 | ||
| HP-UX | 4.2.1 | 5.2 | 9.1 TS1M3 SP3 | 9.2 TS2M0 | ||
| 64-bit Enabled HP-UX | 4.2.1 | 5.2 | 9.1 TS1M3 SP3 | 9.2 TS2M0 | ||
| AIX | 4.2.1 | 5.2 | 9.1 TS1M3 SP3 | 9.2 TS2M0 | ||
| 64-bit Enabled AIX | 4.2.1 | 5.2 | 9.1 TS1M3 SP3 | 9.2 TS2M0 | ||
| Tru64 UNIX | 4.2.1 | 5.2 | 9.1 TS1M3 SP3 | 9.2 TS2M0 | ||