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 Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS Risk Dimensions Enterprise Edition | Microsoft® Windows® for x64 | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft Windows 8 Enterprise 32-bit | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Microsoft Windows 8 Enterprise x64 | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Microsoft Windows 8 Pro 32-bit | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Microsoft Windows 8 Pro x64 | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Microsoft Windows 8.1 Enterprise x64 | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Microsoft Windows 8.1 Pro 32-bit | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Microsoft Windows 8.1 Pro x64 | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Microsoft Windows 10 | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Microsoft Windows Server 2008 | 6.11 | 9.4 TS1M5 | ||||
| Microsoft Windows Server 2008 R2 | 6.11 | 9.4 TS1M5 | ||||
| Microsoft Windows Server 2008 for x64 | 6.11 | 9.4 TS1M5 | ||||
| Microsoft Windows Server 2012 Datacenter | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Microsoft Windows Server 2012 R2 Std | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Microsoft Windows Server 2012 Std | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Microsoft Windows Server 2016 | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Windows 7 Enterprise 32 bit | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Windows 7 Enterprise x64 | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Windows 7 Home Premium 32 bit | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Windows 7 Home Premium x64 | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Windows 7 Professional 32 bit | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Windows 7 Professional x64 | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Windows 7 Ultimate 32 bit | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Windows 7 Ultimate x64 | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| 64-bit Enabled AIX | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| 64-bit Enabled Solaris | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| HP-UX IPF | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Linux for x64 | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
| Solaris for x64 | 6.11 | 6.12 | 9.4 TS1M5 | 9.4 TS1M6 | ||
A fix for this issue for SAS Risk Dimensions Server Component 6.11 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/D2A.html#63743| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Financial Analysis |
| Date Modified: | 2019-03-29 13:42:00 |
| Date Created: | 2019-02-26 10:40:10 |