topic Re: Creating SAS chronological table in SAS Programming

Creating SAS chronological table

LoPez_Diaz — Tue, 30 Apr 2019 08:45:30 GMT

Hello ,

So I have this data output that have the following format :

DATE | MATURITY | RATE

25/04/19 3 2.164

25/04/19 4 2.184

22/04/19 7 3.015

19/04/19 5 2.715

. . .

The data changes daily , and I need to refresh this on a daily basis.

For every date , we may have multiple maturities traded with a specific RATE .

for my output table , I need it to have a column for dates , and different columns for every maturity ( Maturity can be from 1 to 11 , so I should have 11 more columns) .

My output table should look Something like this

DATE | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 |

25/04/19 2.164 2.184

22/04/19 3.015

19/04/19 2.715

Thank you in advance for your responses , I'm new to sas and I'm figuring out my way through , so I appologise for message format

Re: Creating SAS chronological table

PeterClemmensen — Tue, 30 Apr 2019 09:13:03 GMT

data have;
input DATE:ddmmyy10. MATURITY RATE;
format DATE ddmmyy10.;
datalines;
25/04/19 3 2.164
25/04/19 4 2.184
22/04/19 7 3.015
19/04/19 5 2.715
;

proc sort data=have;
   by descending date;
run;

data want(keep=date _:);
   length date 8;
   array _{11};
   do until (last.date);
      set have;
      by descending date;
      _{MATURITY}=RATE;
   end;
run;

Re: Creating SAS chronological table

LoPez_Diaz — Tue, 30 Apr 2019 10:04:07 GMT

Thank you very much , That works great !

Re: Creating SAS chronological table

PeterClemmensen — Tue, 30 Apr 2019 10:05:13 GMT

Anytime, glad to help 🙂