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SUPPORT / SAMPLES & SAS NOTES
Problem Note 39025: Memory limit is reached when you perform a mixed simulation
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When you use a mixed simulation, you might get a message similar to the following in the SAS log:
WARNING: There are 665 risk factors that are overlapping for the simulation "covsim".
ERROR: A total of 1781M bytes of memory are required for the 300000 market states that were
generated by the analyses for project "proj1m". (Each market state for which the
portfolio is priced requires 20544 bytes of memory). You must either change the analysis
specifications of this project to reduce the number of market states or run the project
on a computer with more memory.
Specifying more than one simulation, one of which is a mixed simulation, can result in a large memory allocation request to the system, which results in a memory-limitation error. To circumvent the error, as noted in the error message above, you must either change the analysis specifications of the project to reduce the number of market states or run the project on a computer with more memory.
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 Risk Dimensions Enterprise Edition | Microsoft® Windows® for x64 | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 |
| Microsoft Windows Server 2003 Datacenter Edition | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2003 Standard Edition | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2008 | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Microsoft Windows XP Professional | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Enterprise 32 bit | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Enterprise x64 | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Home Premium 32 bit | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Home Premium x64 | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Professional 32 bit | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Professional x64 | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Ultimate 32 bit | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows 7 Ultimate x64 | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Windows Vista | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| 64-bit Enabled AIX | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| 64-bit Enabled HP-UX | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| 64-bit Enabled Solaris | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| HP-UX IPF | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Linux | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Linux for x64 | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||
| Solaris for x64 | 5.2_M1 | 5.3 | 9.2 TS2M2 | 9.2 TS2M3 | ||