Problem Note 58425: If the pricing INST_INIT block of a pricing method accesses counterparty variables, a segmentation violation occurs
In SAS® High-Performance Risk, when you use the HPRISK procedure with TASK=STRESS, if the pricing INST_INIT block of a pricing method accesses counterparty variables, a segmentation violation occurs.
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Operating System and Release Information
| SAS System | SAS High-Performance Risk | Microsoft® Windows® for x64 | 3.6 | 3.7 | 9.4 TS1M3 | 9.4 TS1M3 |
| 64-bit Enabled AIX | 3.6 | 3.7 | 9.4 TS1M3 | 9.4 TS1M3 |
| 64-bit Enabled Solaris | 3.6 | 3.7 | 9.4 TS1M3 | 9.4 TS1M3 |
| Linux for x64 | 3.6 | 3.7 | 9.4 TS1M3 | 9.4 TS1M3 |
| Solaris for x64 | 3.6 | 3.7 | 9.4 TS1M3 | 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.
In PROC HPRISK TASK=STRESS, if the pricing INST_INIT block accesses counterparty variables, a segmentation violation occurs.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Financial Analysis
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| Date Modified: | 2020-02-25 16:33:46 |
| Date Created: | 2016-06-16 15:13:12 |
