Problem Note 46924: Cash flows do not bucket if READ_SCENARIO_CF is used and no maturity is specified
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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
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| 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 | ||
A fix for this issue for Risk Dimensions Offering 5.31 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/I51.html#46924A fix for this issue for Risk Dimensions 5.3_M1 is available at:
http://ftp.sas.com/techsup/download/hotfix/HF2/F04.html#46924| Type: | Problem Note |
| Priority: | high |
| Date Modified: | 2013-07-01 09:53:18 |
| Date Created: | 2012-07-03 14:56:10 |