A new update is available for SAS High-Performance Risk , version 6.11 :
- Hot Fix: D2A002 - Published 29MAR2019 , Download link for D2A002
- Component name: SAS Risk Dimensions Server Component
- Related SAS release: 9.4
Issues addressed in D2A002
| SAS Note 63733 | An incorrect rank number might be used when you perform a covariance simulation with the Cholesky root of the correlation matrix as the input |
| SAS Note 63743 | Initialization of the _cashflow_ structure in SAS® Risk Dimensions® 6.4 and later does not match the initialization used in earlier releases |
| SAS Note 63879 | Random draws are not scaled by the standard deviation when you use MLEVEL=GBM in covariance simulation |
| This list of notes might be incomplete. For a complete list of issues addressed by this hot fix, visit the hot fix page for D2A002 |
Note: A comprehensive list of all SAS hot fixes is available from support.sas.com. You can use the SAS Hot Fix Analysis, Download, and Deployment (SASHFADD) tool to manage your SAS hot fixes.
