Plese see attachments, we have several option contracts in our excel doucument, how can I do to use SAS to build a new form from excel, which contract is
SAS works with SAS datasets. Please post your example dataset as a data step using the macro from https://communities.sas.com/t5/SAS-Communities-Library/How-to-create-a-data-step-version-of-your-dat...
Excel files do not convey structural information about SAS datasets, and they can carry malware, so they are blocked on many corporate firewalls for security reasons.
So you want to extract 4 lines of data from your dataset. What is the functional rule for extracting/building those lines?
I want to select the contract weely which begin at 11/01/2013, such as begin at (varible name datadate) 11/01/2013, expriate at 11/08/2013, and then datadate=11/08/2013, expriation date is 11/16/2013, since 11/16/2013 is holiday, market not opened at that day, so next contract is from 11/15/2013 to 11/22/2013. Finaly, we pick up all the contrcat which
I think we can use lag function to do that, but I don't know how to coding it.
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