Problem Note 56650: If HOLDING=0 (zero), then the returned value will be incorrect
When you are using SAS® Risk Dimensions to price instruments, the ReturnedValue should be the value returned by the pricing method. However, if HOLDING=0 (zero), then the ReturnedValue in the AllPrice data view is set to zero.
There are no errors or warnings.
To obtain a fix for this issue, contact SAS Technical Support.
Operating System and Release Information
| SAS System | SAS Risk Dimensions Enterprise Edition | Microsoft® Windows® for x64 | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows 8 Enterprise 32-bit | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows 8 Enterprise x64 | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows 8 Pro 32-bit | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows 8 Pro x64 | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows 8.1 Enterprise 32-bit | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows 8.1 Enterprise x64 | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows 8.1 Pro | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows 8.1 Pro 32-bit | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows Server 2003 Datacenter Edition | 5.4 | | 9.3 TS1M2 | |
| Microsoft Windows Server 2003 Enterprise Edition | 5.4 | | 9.3 TS1M2 | |
| Microsoft Windows Server 2003 Standard Edition | 5.4 | | 9.3 TS1M2 | |
| Microsoft Windows Server 2003 for x64 | 5.4 | | 9.3 TS1M2 | |
| Microsoft Windows Server 2008 | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows Server 2008 R2 | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows Server 2008 for x64 | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows Server 2012 Datacenter | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows Server 2012 R2 Datacenter | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows Server 2012 R2 Std | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows Server 2012 Std | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Microsoft Windows XP Professional | 5.4 | | 9.3 TS1M2 | |
| Windows 7 Enterprise 32 bit | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Windows 7 Enterprise x64 | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Windows 7 Home Premium 32 bit | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Windows 7 Home Premium x64 | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Windows 7 Professional 32 bit | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Windows 7 Professional x64 | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Windows 7 Ultimate 32 bit | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Windows 7 Ultimate x64 | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Windows Vista | 5.4 | | 9.3 TS1M2 | |
| Windows Vista for x64 | 5.4 | | 9.3 TS1M2 | |
| 64-bit Enabled AIX | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| 64-bit Enabled HP-UX | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| 64-bit Enabled Solaris | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| HP-UX IPF | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Linux | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Linux for x64 | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
| Solaris for x64 | 5.4 | 6.6 | 9.3 TS1M2 | 9.4 TS1M3 |
*
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 |
| Topic: | Analytics ==> Financial Analysis
|
| Date Modified: | 2020-07-31 11:14:26 |
| Date Created: | 2015-09-23 13:08:07 |
