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SUPPORT / SAMPLES & SAS NOTES
 

Support

Problem Note 60020: SAS® Risk Dimensions® displays missing values for negative yields

DetailsHotfixAboutRate It

If you are performing cash flow analysis on an instrument that has a negative yield or discounting rate, SAS Risk Dimensions returns a missing value instead of the negative value for _yield_ or Disc_Amount in the CashFlow data set.  This causes some other statistics, such as Duration and Convexity, to have missing values as well.  The issue occurs because SAS Risk Dimensions searches for only nonnegative solutions of _yield_.

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



Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS Risk Dimensions Server64-bit Enabled Solaris6.46.59.4 TS1M29.4 TS1M2
64-bit Enabled AIX6.46.59.4 TS1M29.4 TS1M2
Windows 7 Ultimate x646.46.59.4 TS1M29.4 TS1M2
Windows 7 Ultimate 32 bit6.46.59.4 TS1M29.4 TS1M2
Windows 7 Professional x646.46.59.4 TS1M29.4 TS1M2
Windows 7 Professional 32 bit6.46.59.4 TS1M29.4 TS1M2
Windows 7 Home Premium x646.46.59.4 TS1M29.4 TS1M2
Windows 7 Home Premium 32 bit6.46.59.4 TS1M29.4 TS1M2
Windows 7 Enterprise x646.46.59.4 TS1M29.4 TS1M2
Windows 7 Enterprise 32 bit6.46.59.4 TS1M29.4 TS1M2
Microsoft Windows Server 2012 Std6.46.59.4 TS1M29.4 TS1M2
Microsoft Windows Server 2012 R2 Std6.46.59.4 TS1M29.4 TS1M2
Microsoft Windows Server 2012 R2 Datacenter6.46.59.4 TS1M29.4 TS1M2
Microsoft Windows Server 2012 Datacenter6.46.59.4 TS1M29.4 TS1M2
Microsoft Windows Server 2008 for x646.46.59.4 TS1M29.4 TS1M2
Microsoft Windows Server 2008 R26.46.59.4 TS1M29.4 TS1M2
Microsoft Windows Server 20086.46.59.4 TS1M29.4 TS1M2
Microsoft Windows 106.46.59.4 TS1M29.4 TS1M2
Microsoft Windows 8.1 Pro x646.46.59.4 TS1M29.4 TS1M2
Microsoft Windows 8.1 Pro 32-bit6.46.59.4 TS1M29.4 TS1M2
Microsoft Windows 8.1 Enterprise x646.46.59.4 TS1M29.4 TS1M2
Microsoft Windows 8.1 Enterprise 32-bit6.46.59.4 TS1M29.4 TS1M2
Microsoft Windows 8 Pro x646.46.59.4 TS1M29.4 TS1M2
Microsoft Windows 8 Pro 32-bit6.46.59.4 TS1M29.4 TS1M2
Microsoft Windows 8 Enterprise x646.46.59.4 TS1M29.4 TS1M2
Microsoft Windows 8 Enterprise 32-bit6.46.59.4 TS1M29.4 TS1M2
Microsoft® Windows® for x646.46.59.4 TS1M29.4 TS1M2
HP-UX IPF6.46.59.4 TS1M29.4 TS1M2
Linux for x646.46.59.4 TS1M29.4 TS1M2
Solaris for x646.46.59.4 TS1M29.4 TS1M2
* 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.