Problem Note 56341: A "transition matrix for the requested horizon 2_YEAR cannot be found" error occurs when you use SAS® High-Performance Risk in an associated product
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When you use SAS® High-Performance Risk in associated products, such as SAS® Risk Management for Banking, a transition matrix for the proper time horizon might not be found. Errors such as the following are generated (the horizon name and length might vary):
ERROR: A transition matrix for the requested horizon 2_YEAR cannot be found.
This problem occurs because of a combination of the following:
- The internal horizon setup code does not account for leap years.
- The transition matrix interval is the same as the simulation interval.
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 High-Performance Risk | Microsoft® Windows® for x64 | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 |
| Microsoft Windows 8 Enterprise 32-bit | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Microsoft Windows 8 Enterprise x64 | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Microsoft Windows 8 Pro 32-bit | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Microsoft Windows 8 Pro x64 | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Microsoft Windows 8.1 Enterprise x64 | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Microsoft Windows 8.1 Pro | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Microsoft Windows 8.1 Pro 32-bit | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Microsoft Windows Server 2008 | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Microsoft Windows Server 2008 R2 | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Microsoft Windows Server 2008 for x64 | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Microsoft Windows Server 2012 Datacenter | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Microsoft Windows Server 2012 R2 Std | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Microsoft Windows Server 2012 Std | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Windows 7 Enterprise 32 bit | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Windows 7 Enterprise x64 | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Windows 7 Home Premium 32 bit | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Windows 7 Home Premium x64 | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Windows 7 Professional 32 bit | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Windows 7 Professional x64 | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Windows 7 Ultimate 32 bit | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Windows 7 Ultimate x64 | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| 64-bit Enabled AIX | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| 64-bit Enabled Solaris | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Linux for x64 | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
| Solaris for x64 | 3.4 | 3.5 | 9.4 TS1M3 | 9.4 TS1M3 | ||
A fix for this issue for SAS High-Performance Risk Server Component 3.4 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/V47.html#56341
When you are using SAS® High-Performance Risk in an associated product such as SAS® Risk Management for Banking, the message "ERROR: A transition matrix for the requested horizon 2_YEAR cannot be found" might occur.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Financial Analysis |
| Date Modified: | 2015-08-05 10:19:28 |
| Date Created: | 2015-08-03 14:27:19 |