Problem Note 60458: “ERROR: Journals were not received…” or “…Information could not be read" occurs when you use position-level mitigation in SAS® High-Performance Risk
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In SAS High-Performance Risk, when mitigants and exposures are in a particular order in the input mitigation data, the application might crash while distributing positions. “Distributing positions” means that you are in distributed mode (that is, running with a grid) and any of the following are specified in the PROC HPRISK statement:
- PRICEBY = POSITIONS
- DISTRIBUTE_POSITIONS = YES
- TASK = DISTRIBUTE
When this issue occurs, errors like the following occur:
ERROR: Journals were not received after parsing the pricing functions.
ERROR: Information could not be read from the HPRisk Engine. The HPRISK procedure must terminate the task.
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 High-Performance Risk | Solaris for x64 | 3.7 | 3.8 | 9.4 TS1M4 | 9.4 TS1M4 |
| Linux for x64 | 3.7 | 3.8 | 9.4 TS1M4 | 9.4 TS1M4 | ||
| 64-bit Enabled Solaris | 3.7 | 3.8 | 9.4 TS1M4 | 9.4 TS1M4 | ||
| 64-bit Enabled AIX | 3.7 | 3.8 | 9.4 TS1M4 | 9.4 TS1M4 | ||
| Microsoft® Windows® for x64 | 3.7 | 3.8 | 9.4 TS1M4 | 9.4 TS1M4 | ||
A fix for this issue for SAS High-Performance Risk 3.7 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/A5W.html#60458
In SAS High-Performance Risk, when mitigants and exposures are in a particular order in the input mitigation data, then the application can crash while distributing positions.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Financial Analysis |
| Date Modified: | 2017-05-16 08:35:55 |
| Date Created: | 2017-05-11 10:44:24 |