Problem Note 49848: PostVaR methods should have access to the adjusted negative exposure (_adjnegexp_)
In SAS® Risk Dimensions®, the variable _adjnegexp_ represents the value of the adjusted negative exposure. However, in PostVaR methods (written using PROC COMPILE), the variable represents the unadjusted negative exposure. There is no error message.
Operating System and Release Information
| SAS System | SAS Risk Dimensions Enterprise Edition | Microsoft® Windows® for x64 | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2003 Datacenter Edition | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2003 Enterprise Edition | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2003 Standard Edition | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2003 for x64 | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2008 | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2008 for x64 | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows XP Professional | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Enterprise 32 bit | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Enterprise x64 | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Home Premium 32 bit | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Home Premium x64 | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Professional 32 bit | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Professional x64 | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Ultimate 32 bit | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Ultimate x64 | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows Vista | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows Vista for x64 | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| 64-bit Enabled AIX | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| 64-bit Enabled HP-UX | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| 64-bit Enabled Solaris | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| HP-UX IPF | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Linux | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Linux for x64 | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Solaris for x64 | 5.5 | 6.1 | 9.3 TS1M2 | 9.4 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: | 2013-05-16 13:06:19 |
| Date Created: | 2013-05-02 16:30:53 |
