@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.