Problem Note 58426: Using counterparty variables or mitigation variables that have a length of 32 with PROC HPRISK does not work properly
PROC HPRISK should support counterparty variables and mitigation variables that have a length of 32. Currently, however, it does not. Using a variable with a length of 32 might result in an error.
Click the Hot Fix tab in this note to access the hot fix for this issue.
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.
PROC HPRISK should support counterparty variables and mitigation variables that have a length of 32. However, it currently does not.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Financial Analysis
|
| Date Modified: | 2020-02-25 16:34:36 |
| Date Created: | 2016-06-16 15:56:44 |
