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Problem Note 60694: A "cannot locate data set" warning occurs when you follow the example under "Assessing Market Risk" in the SAS® Risk Dimensions 6.7 user guide

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If you run the example shown in the "Assessing Market Risk" section of the SAS Risk Dimensions 6.7 user's guide, you might see a warning followed by errors, after which the process ultimately fails.  Here are some examples of the warning and errors:

WARNING: The application cannot locate the data set "RDExamp.instdata" for portfolio data
         source "Instruments".  You must make this file available before reading the portfolio.
ERROR: The application cannot find DATASET "RDEXAMP.instdata".
ERROR: The application could not locate file "RDEXAMP.instdata" for portfolio data source
       "Instruments" while reading portfolio input list "InstDataSource".
ERROR: Errors occurred while the application was reading the portfolio data sources during the
       creation of portfolio file "Portfolio".

This problem occurs because a DATA step is missing from the example instructions that create the instdata data set. Without that DATA step (shown below), the code generates the warning and errors. 

Workaround

To work around this issue, simply add the following DATA step to step 1 in the section "Register Your Portfolio Data."

data RDExamp.instdata;
   input insttype $12. instid $8. holding;
   datalines;
TechCompany instid1 1000000
BankCompany instid2 1000000
;


Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS Risk Dimensions Enterprise EditionMicrosoft® Windows® for x646.76.89.4 TS1M49.4 TS1M4
Microsoft Windows 8 Enterprise 32-bit6.76.89.4 TS1M49.4 TS1M4
Microsoft Windows 8 Enterprise x646.76.89.4 TS1M49.4 TS1M4
Microsoft Windows 8 Pro 32-bit6.76.89.4 TS1M49.4 TS1M4
Microsoft Windows 8 Pro x646.76.89.4 TS1M49.4 TS1M4
Microsoft Windows 8.1 Enterprise 32-bit6.76.89.4 TS1M49.4 TS1M4
Microsoft Windows 8.1 Enterprise x646.76.89.4 TS1M49.4 TS1M4
Microsoft Windows 8.1 Pro 32-bit6.76.89.4 TS1M49.4 TS1M4
Microsoft Windows 8.1 Pro x646.76.89.4 TS1M49.4 TS1M4
Microsoft Windows 106.76.89.4 TS1M49.4 TS1M4
Microsoft Windows Server 20086.76.89.4 TS1M49.4 TS1M4
Microsoft Windows Server 2008 R26.76.89.4 TS1M49.4 TS1M4
Microsoft Windows Server 2008 for x646.76.89.4 TS1M49.4 TS1M4
Microsoft Windows Server 2012 Datacenter6.76.89.4 TS1M49.4 TS1M4
Microsoft Windows Server 2012 R2 Datacenter6.76.89.4 TS1M49.4 TS1M4
Microsoft Windows Server 2012 R2 Std6.76.89.4 TS1M49.4 TS1M4
Microsoft Windows Server 2012 Std6.76.89.4 TS1M49.4 TS1M4
Windows 7 Enterprise 32 bit6.76.89.4 TS1M49.4 TS1M4
Windows 7 Enterprise x646.76.89.4 TS1M49.4 TS1M4
Windows 7 Home Premium 32 bit6.76.89.4 TS1M49.4 TS1M4
Windows 7 Home Premium x646.76.89.4 TS1M49.4 TS1M4
Windows 7 Professional 32 bit6.76.89.4 TS1M49.4 TS1M4
Windows 7 Professional x646.76.89.4 TS1M49.4 TS1M4
Windows 7 Ultimate 32 bit6.76.89.4 TS1M49.4 TS1M4
Windows 7 Ultimate x646.76.89.4 TS1M49.4 TS1M4
64-bit Enabled AIX6.76.89.4 TS1M49.4 TS1M4
64-bit Enabled Solaris6.76.89.4 TS1M49.4 TS1M4
HP-UX IPF6.76.89.4 TS1M49.4 TS1M4
Linux for x646.76.89.4 TS1M49.4 TS1M4
Solaris for x646.76.89.4 TS1M49.4 TS1M4
* 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.