Problem Note 60167: Back-to-back, multi-threaded pricing project runs in SAS® Risk Management for Banking generate different results for each run
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In SAS Risk Management for Banking, incorrect results might occur when you run back-to-back, multi-threaded runs for pricing portfolios. Each run generates different results. The issue occurs because the bridging function within the CMP functions is called incorrectly.
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 Management for Banking | Microsoft Windows 8 Enterprise x64 | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows 8 Enterprise 32-bit | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft® Windows® for x64 | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 8 Pro 32-bit | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 8 Pro x64 | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Enterprise x64 | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Pro 32-bit | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Pro x64 | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 10 | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2008 | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2008 R2 | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2008 for x64 | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2012 Datacenter | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2012 R2 Std | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2012 Std | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Enterprise 32 bit | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Enterprise x64 | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Home Premium 32 bit | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Home Premium x64 | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Professional 32 bit | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Professional x64 | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Ultimate 32 bit | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Ultimate x64 | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| 64-bit Enabled AIX | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| 64-bit Enabled Solaris | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Linux for x64 | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Solaris for x64 | 3.4 | 4.1 | 9.4 TS1M3 | 9.4 TS1M4 | ||
A fix for this issue for SAS Compiler and Symbolic Differentiator 9.43 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/A7D.html#60167A fix for this issue for SAS Thread-safe Compiler and Symbolic Differentiator 9.44 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/A7E.html#60167| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Financial Analysis |
| Date Modified: | 2017-03-22 15:18:05 |
| Date Created: | 2017-03-22 10:06:14 |