SUPPORT / SAMPLES & SAS NOTES
Problem Note 45958: "ERROR: All PRICING methods must assign the _VALUE_ variable." message when the _VALUE_ variable is assigned in READ_SCENARIO_CF
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When you run a PROC COMPILE step to define a pricing method that calls the READ_SCENARIO_CF CALL routine, and that sets the _VALUE_ variable only in the input data set for the READ_SCENARIO_CF CALL routine, you might encounter errors like the following:
ERROR: All PRICING methods must assign the _VALUE_ variable. You must store the computed
instrument value in the variable _VALUE_ in method <method-name>.
ERROR: The application failed to verify the syntax of method program "<method-name>".
The PROC COMPILE step continues processing, but the pricing method that fails is not saved.
These errors are known to occur when the _VALUE_ variable is not assigned directly in any pricing method. The error occurs even though the _VALUE_ variable is specified in the input data set for the READ_SCENARIO_CF CALL routine.
There are no workarounds that ensure circumvention of this error.
Click 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 Server 2008 | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 |
| Microsoft Windows Server 2008 for x64 | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows XP Professional | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Enterprise x64 | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Enterprise 32 bit | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 for x64 | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Standard Edition | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft® Windows® for x64 | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Home Premium 32 bit | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Home Premium x64 | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Professional 32 bit | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Professional x64 | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Ultimate 32 bit | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Ultimate x64 | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows Vista | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows Vista for x64 | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| 64-bit Enabled AIX | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| 64-bit Enabled HP-UX | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| 64-bit Enabled Solaris | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| HP-UX IPF | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Linux | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Linux for x64 | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Solaris for x64 | 5.3 | 5.4 | 9.2 TS2M3 | 9.3 TS1M2 | ||