Problem Note 60020: SAS® Risk Dimensions® displays missing values for negative yields
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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 Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS Risk Dimensions Server | 64-bit Enabled Solaris | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 |
| 64-bit Enabled AIX | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Ultimate x64 | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Ultimate 32 bit | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Professional x64 | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Professional 32 bit | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Home Premium x64 | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Home Premium 32 bit | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Enterprise x64 | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Windows 7 Enterprise 32 bit | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2012 Std | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2012 R2 Std | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2012 Datacenter | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2008 for x64 | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2008 R2 | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2008 | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows 10 | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows 8.1 Pro x64 | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows 8.1 Pro 32-bit | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows 8.1 Enterprise x64 | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows 8 Pro x64 | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows 8 Pro 32-bit | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows 8 Enterprise x64 | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft Windows 8 Enterprise 32-bit | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Microsoft® Windows® for x64 | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| HP-UX IPF | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Linux for x64 | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
| Solaris for x64 | 6.4 | 6.5 | 9.4 TS1M2 | 9.4 TS1M2 | ||
A fix for this issue for SAS Risk Dimensions Server Component 6.4 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/V67.html#60020A fix for this issue for SAS High-Performance Risk Server Component 3.4 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/V47.html#60020| Type: | Problem Note |
| Priority: | high |
| Date Modified: | 2017-03-21 14:39:26 |
| Date Created: | 2017-02-21 13:17:27 |