Problem Note 62751: Value Data in scoring model groups fails to score counterparty data and returns "ERROR: The VALUEDATA data set is missing the variable..."
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In SAS® Model Implementation Platform, the Value Data data objects support only KEY = INSTID, which can cause them to fail to score counterparty data. This failure occurs because counterparty data requires KEY = CPTYID. Note that the underlying SAS® High-Performance Risk functionality supports both KEY = INSTID and KEY = CPTYID.
The issue occurs when you associate a Value Data object with your scoring model group through the user interface. Then, messages similar to the following are printed in the log:
Note: The name of the risk data object (ValData_Test) and the name of the value data dataset (valdat2) are specific to this example.
To work around this issue, define the Value Data with the KEY = CPTYID risk data object for counterparty scoring in the risk environment in a pre-execution program. To circumvent the error shown above, use code that is similar to the following:
env new=mipenv.risk_env inherit=(mimp_env.base_risk_env);
marketdata value_data type=valuedata file=mipval.valdat2 key=CPTYID;
valuedata ValData_Test data=value_data;
setoptions NOBACKSAVE;
env save;
run;
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 Model Implementation Platform | Windows 7 Professional 32 bit | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 |
| Windows 7 Home Premium x64 | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Windows 7 Home Premium 32 bit | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Windows 7 Enterprise x64 | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Windows 7 Enterprise 32 bit | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2016 | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2012 Std | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2012 R2 Std | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2012 Datacenter | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2008 for x64 | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2008 R2 | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2008 | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows 10 | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows 8.1 Pro x64 | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows 8.1 Pro 32-bit | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows 8.1 Enterprise x64 | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows 8 Pro x64 | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows 8 Pro 32-bit | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows 8 Enterprise x64 | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft Windows 8 Enterprise 32-bit | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Microsoft® Windows® for x64 | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Windows 7 Professional x64 | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Windows 7 Ultimate 32 bit | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Windows 7 Ultimate x64 | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||
| Linux for x64 | 3.1 | 3.2 | 9.4 TS1M5 | 9.4 TS1M5 | ||