58407 - Server-side changes needed to support SAS® Model Implementation Platform 2.2, Revision 940

Problem Note 58407: Server-side changes needed to support SAS® Model Implementation Platform 2.2, Revision 940_16w30

To support SAS Model Implementation Platform 2.2, Revision 940_16w30, server-side changes are needed for SAS^® High-Performance Risk 3.6 and for SAS^® Risk Dimensions^® 6.6.

The following issues are noted:

After viewing a risk cube, SAS Model Implementation Platform 2.2 users cannot delete a run instance. The mid-tier log shows a Java exception indicating that the user has insufficient authorization.
Counterparty and mitigant variables need to be defined in SAS Risk Dimensions environments, but they cannot be because of constraints in SAS High-Performance Risk.
A warning message is incorrectly generated for a mismatch between horizons in scenarios and those determined by the RUNDATE and specified interval.
WARNING: The dates in the scenario 'my-scenario' don't match the horizons determined from the RUNDATE and interval specified in the project. The dates used in the analysis will be based on the RUNDATE.
When using the SAS High-Performance Risk PRICEBY = POSITIONS option, score only the counterparties required on each node.
Currency conversion does not take place for simulation horizons that have _TERMINATE_REP_= 1 in the pricing method. Currency conversion before this is set do take place.
Trace options in SAS High-Performance Risk do not allow the use of both INSTID and METHOD in a trace.
In various UNIX operating system environments, paths that include spaces generate the following error:
ERROR: The output path "system-specific pathname" that was defined for environment risk_env is not valid. The default output path is used.
RAND and RSKRAND streams do not match. RSKRAND is incorrect.
When the PROC HPRISK ESP statement is used, the following warning is generated whether or not the DISCONNECT option was specified.
WARNING: The use of DISCONNECT_FIELD or DISCONNECT_COUNT in the ESP statement is a preproduction feature of HPRisk.
UIDEFAULTS are not saved to the result set cube.
States caching with multiple nodes and threads incorrectly return some 0 values.
Much more memory than needed is allocated for cross-classification variables. If users run out of memory, the system stops responding.
Scoring methods do not utilize the _TERMINATE_REP_ variable during Monte Carlo Simulation.
Method code incorrectly handles scenarios that have no horizons. Segmentation violations might occur.
Counterparty economic simulation runs fail in LAX environments.
UIDEFAULTS OUTVARS= list does not support OUTVAR arrays.
If an aggregate-join is performed on cubes and CACHE = ALL is specified, the caching option is ignored.
During the RUNPROJECT, if all of the counterparties have already been scored, and a position without a counterparty is encountered, a crash might occur.
If you use PRICE_BY = STATES during pricing, you cannot query the results cube by features that are available only for a PRICE_BY = POSITIONS cube file, such as distributing the aggregation and PostVaR calculation among all the nodes.
When you process large statistical queries, systems might run out of memory.
If a PROB return type is requested for a specific row of a model-based transition matrix, the returned values might be wrong. The check for the sum of the probabilities is too strict and needs to account for rounding.
When you run multiple threads, even on one node, all threads copy the cached values from thread zero (0) but should copy cached values from the correct thread.

Click the Hot Fix tab in this note to access the hot fix for these issues.

Operating System and Release Information

Product Family	Product	System	Product Release		SAS Release
Product Family	Product	System	Reported	Fixed*	Reported	Fixed*
SAS System	SAS High-Performance Risk	Solaris for x64	3.6		9.4 TS1M3
		Linux for x64	3.6		9.4 TS1M3
		64-bit Enabled Solaris	3.6		9.4 TS1M3
		64-bit Enabled AIX	3.6		9.4 TS1M3
		Microsoft® Windows® for x64	3.6		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:	alert
Topic:	Analytics ==> Financial Analysis

Date Modified:	2020-02-10 15:39:45
Date Created:	2016-06-15 13:26:44

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Problem Note 58407: Server-side changes needed to support SAS® Model Implementation Platform 2.2, Revision 940_16w30

Operating System and Release Information