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DiegoMaxwell
Calcite | Level 5

Basically I have some rates that I need to interpolate for a specific date range, so for example if the 'GN Term (M)' is 0.6, I need to use to approximation between the CAD Fixed_2W and the CAD Fixed_3W. I've set up the arrays below, but in the IF statement I am trying to get that linear interpolated approximation based on what the 'GN Term (M)'n is. Just looking for some ideas on how I might accomplish this in SAS?

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PaigeMiller
Diamond | Level 26

Can you show us a portion of the data? I'm afraid this description is not clear and complete enough for us to advise. You also mention array in the title and then don't speak about arrays in the text.

 

I need to use to approximation between the CAD Fixed_2W and the CAD Fixed_3W

 

This also doesn't have any concrete meaning to me, what "approximation"??

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Paige Miller
ballardw
Super User

@DiegoMaxwell wrote:

Basically I have some rates that I need to interpolate for a specific date range, so for example if the 'GN Term (M)' is 0.6, I need to use to approximation between the CAD Fixed_2W and the CAD Fixed_3W. I've set up the arrays below, but in the IF statement I am trying to get that linear interpolated approximation based on what the 'GN Term (M)'n is. Just looking for some ideas on how I might accomplish this in SAS?


It appears that you may have intended to post code but it didn't make it.

 

Easiest is generally to copy the code from your SAS Editor and paste into a code box on the forum opened with the {I} icon.

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