I think this does what you are asking:
Please note the data steps to provide example data. You will usually get better results providing data in this form pasted into code boxes opened using the forum's {I} icon.
data work.table1;
input Date $ maturity ;
datalines;
01-Mar 1.2
01-Mar 2.3
01-Mar 3.1
02-Mar 1.4
02-Mar 1.6
02-Mar 2.7
03-Mar 1.1
03-Mar 2.3
03-Mar 3.4
;
data work.table2;
input Date_given $ maturity_given Rate ;
datalines;
01-Mar 1 1
01-Mar 2 2
01-Mar 3 4
02-Mar 1 5
02-Mar 2 8
02-Mar 3 9
04-Mar 1 3
04-Mar 2 5
04-Mar 3 7
;
proc sql;
create table work.want as
select a.date, a.maturity, b.rate, abs(a.maturity-b.maturity_given) as diff
from work.table1 as a
join
work.table2 as b
on a.date=b.date_given
group by a.date, a.maturity
having diff= min(diff)
;
quit;
proc sql;
create table work.want as
select a.date, a.maturity, b.rate
from work.table1 as a
join
work.table2 as b
on a.date=b.date_given
group by a.date, a.maturity
having abs(a.maturity-b.maturity_given)= min(abs(a.maturity-b.maturity_given))
;
quit;
You could use other than the ABS function to calculate difference using the order you need. If the sign is important and then add an additional condition to the Having clause to include positive or negative values of the difference.
The diff variable
