Magnus,
This is pure Base SAS, not EG, so it will have to be pasted into a Code window (although it could also be constructed in a Query task), but I think it solves your problem:
data example;
informat payments best.
date mmddyy8.
;
format date date9.;
input payments date;
datalines;
1200 5/5/05
1000 4/1/06
500 1/3/06
150 6/7/06
run;
proc sql;
create table rolling as
select a.date
,sum(b.payments) as rolling_total
from example a
,example b
where b.date between a.date and mdy(month(a.date),day(a.date),year(a.date)-1)+1
group by
a.date
;
quit;
.........Phil