Problem Note 46924: Cash flows do not bucket if READ_SCENARIO_CF is used and no maturity is specified
In SAS® Risk Dimensions, the cash flows might fail to bucket. The problem occurs with both of these conditions are true:
- a pricing method calls the READ_SCENARIO_CF routine
- the input data set that is used by this routine does not specify any maturity
There are no errors or warnings to indicate a problem.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| SAS System | SAS Risk Dimensions Enterprise Edition | Microsoft® Windows® for x64 | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Datacenter Edition | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Enterprise Edition | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Standard Edition | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 for x64 | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows Server 2008 | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows Server 2008 for x64 | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows XP Professional | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Enterprise 32 bit | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Enterprise x64 | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Home Premium 32 bit | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Home Premium x64 | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Professional 32 bit | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Professional x64 | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Ultimate 32 bit | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows 7 Ultimate x64 | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows Vista | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Windows Vista for x64 | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| 64-bit Enabled AIX | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| 64-bit Enabled HP-UX | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| 64-bit Enabled Solaris | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| HP-UX IPF | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Linux | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Linux for x64 | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
| Solaris for x64 | 5.3_M1 | 5.4 | 9.2 TS2M3 | 9.3 TS1M0 |
*
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: | Problem Note |
| Priority: | high |
| Date Modified: | 2012-07-09 09:05:04 |
| Date Created: | 2012-07-03 14:56:10 |
