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Problem Note 63743: Initialization of the _cashflow_ structure in SAS® Risk Dimensions® 6.4 and later does not match the initialization used in earlier releases

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The initialization of the _cashflow_ structure in SAS Risk Dimensions 6.4 and later does not match the initialization that was used in earlier releases.

If you run a cashflow analysis in any release of SAS Risk Dimensions, it reinitializes the elements of the _cashflow_ structure at every market state for every position. However, if you run a non-cashflow analysis in releases earlier than SAS Risk Dimensions 6.4, it reinitializes once for every position. In SAS Risk Dimensions 6.4 and later, the behavior changed to reinitialize the _cashflow_ structure at every market state for every position—regardless of whether you run a cashflow analysis.

There are no errors or warnings generated for this change in the reinitialization behavior.

Click the Hot Fix tab in this note to access the hot fix for this issue.

The hot fix for SAS Risk Dimensions 6.11 and later introduces the CFINIT= argument in the RUNPROJECT statement. This argument offers control over the reinitialization of the _cashflow_ structure. Valid uses are CFINIT=EVERY_STATE | EVERY_POSITION. The default value is EVERY_STATE, which continues to reinitialize at every market state for every position. 

Specify CFINIT=EVERY_POSITION to reinitialize once for every position. This option is useful if you want to specify the _cashflow_ structure once for all market states—perhaps in the INST_INIT block or the BASECASE main block.



Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS Risk Dimensions Enterprise EditionMicrosoft® Windows® for x646.116.129.4 TS1M59.4 TS1M6
Microsoft Windows 8 Enterprise 32-bit6.116.129.4 TS1M59.4 TS1M6
Microsoft Windows 8 Enterprise x646.116.129.4 TS1M59.4 TS1M6
Microsoft Windows 8 Pro 32-bit6.116.129.4 TS1M59.4 TS1M6
Microsoft Windows 8 Pro x646.116.129.4 TS1M59.4 TS1M6
Microsoft Windows 8.1 Enterprise 32-bit6.116.129.4 TS1M59.4 TS1M6
Microsoft Windows 8.1 Enterprise x646.116.129.4 TS1M59.4 TS1M6
Microsoft Windows 8.1 Pro 32-bit6.116.129.4 TS1M59.4 TS1M6
Microsoft Windows 8.1 Pro x646.116.129.4 TS1M59.4 TS1M6
Microsoft Windows 106.116.129.4 TS1M59.4 TS1M6
Microsoft Windows Server 20086.119.4 TS1M5
Microsoft Windows Server 2008 R26.119.4 TS1M5
Microsoft Windows Server 2008 for x646.119.4 TS1M5
Microsoft Windows Server 2012 Datacenter6.116.129.4 TS1M59.4 TS1M6
Microsoft Windows Server 2012 R2 Datacenter6.116.129.4 TS1M59.4 TS1M6
Microsoft Windows Server 2012 R2 Std6.116.129.4 TS1M59.4 TS1M6
Microsoft Windows Server 2012 Std6.116.129.4 TS1M59.4 TS1M6
Microsoft Windows Server 20166.116.129.4 TS1M59.4 TS1M6
Windows 7 Enterprise 32 bit6.116.129.4 TS1M59.4 TS1M6
Windows 7 Enterprise x646.116.129.4 TS1M59.4 TS1M6
Windows 7 Home Premium 32 bit6.116.129.4 TS1M59.4 TS1M6
Windows 7 Home Premium x646.116.129.4 TS1M59.4 TS1M6
Windows 7 Professional 32 bit6.116.129.4 TS1M59.4 TS1M6
Windows 7 Professional x646.116.129.4 TS1M59.4 TS1M6
Windows 7 Ultimate 32 bit6.116.129.4 TS1M59.4 TS1M6
Windows 7 Ultimate x646.116.129.4 TS1M59.4 TS1M6
64-bit Enabled AIX6.116.129.4 TS1M59.4 TS1M6
64-bit Enabled Solaris6.116.129.4 TS1M59.4 TS1M6
HP-UX IPF6.116.129.4 TS1M59.4 TS1M6
Linux for x646.116.129.4 TS1M59.4 TS1M6
Solaris for x646.116.129.4 TS1M59.4 TS1M6
* 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.