SUPPORT / SAMPLES & SAS NOTES
Problem Note 58425: If the pricing INST_INIT block of a pricing method accesses counterparty variables, a segmentation violation occurs
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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
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| 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 | ||