Problem Note 20982: Cannot create portfolio filter for portfolio file error if you use long character strings or exceed limit on number of filters
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If you use excessively long character strings when defining a large number of portfolio filters in SAS Risk Dimensions, the following error message might appear:
…where <portfolio-file> is the name of the portfolio file that contains the filters.
This error message will appear if you exceed the limit imposed on the number of filters that can be included in a portfolio file. Similarly, the message will appear if you exceed the limit on the length of the aggregated character string composed of text contained in all of the filter specifications within the portfolio file.
A way to avoid this potential problem is to minimize the text that you use when you specify a set of filters in a portfolio file. A typical way to accomplish this is to use fewer characters in instrument variable names.
For example:
FILTER filter1 where "Geographical_location='Tokyo'";
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…could be modified by renaming the instrument variable from "Geographical_location" to "City". See the example below:
FILTER filter1 where "City='Tokyo'";
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Note: This issue will not arise unless there is a very large amount of text in the portfolio filter specifications.
Click on the Hot Fix tab to access the hot fix that addresses 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 |
| Microsoft Windows NT Workstation | 4.2.1 | 9.1 TS1M3 SP3 | ||||
| Microsoft Windows 2000 Server | 4.2.1 | 5.2 | 9.1 TS1M3 SP3 | 9.2 TS2M0 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| 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 | ||
| AIX | 4.2.1 | 5.2 | 9.1 TS1M3 SP3 | 9.2 TS2M0 | ||