SUPPORT / SAMPLES & SAS NOTES
Problem Note 52270: Cash flow output is incomplete when user-defined cash flow legs are defined
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If a pricing method writes to a user-defined cash flow leg that has a length longer than the main cash flow length (that is, if _cashflow_LegName.num is larger than _cashflow_.num), then the Cashflow output data set has too few rows. The output contains a number of rows for each position that is equal to _cashflow_.num, even if a user-defined leg has a larger value for _cashflow_._.LegName.num.
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Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS High-Performance Risk | Microsoft® Windows® for x64 | 3.2 | 3.2_M1 | 9.4 TS1M2 | |
| 64-bit Enabled AIX | 3.2 | 3.2_M1 | 9.4 TS1M2 | |||
| 64-bit Enabled Solaris | 3.2 | 3.2_M1 | 9.4 TS1M2 | |||
| Linux for x64 | 3.2 | 3.2_M1 | 9.4 TS1M2 | |||
| Solaris for x64 | 3.2 | 3.2_M1 | 9.4 TS1M2 | |||