have you try a do statement? let x= shares purchase y = shares holding a = forward value b = latter value c= forward cumulative cost d= interest e= interest rate z = latter cumulative cost if criteria statement then do; y = b - a; d= x*d; c= x + d; z=x+d+forward cost of shares purchased; end; ... View more

i think it is wrong that i type the dataA and dataB it is true that if OTM>0.1 then output dataB else output dataA. thank SPR much ... View more

I think you are only asking how to do: [pre] proc sql noprint; create table data3 as select b.*,min(b.date) as startdate from data1 as a, data2 as b where a.optionid eq b.optionid and b.date between a.date and a.exdate group by b.optionid order by calculated startdate,b.date ; quit; [/pre] Art ... View more

You obviously have not learned how to use SAS yet. You actually specified the data file as AA, so I am guessing that this is just followed from an example. NLP is one of the most sophisticated procedures in SAS, requiring a knowledge of SAS and programming, as well as numerical optimization methods. You need to learn how to use sas data steps and procedures first. ... View more

Hello BQK, This change to the code does the trick: [pre] proc sort data=t out=t nodupkey; by date TTM; run; proc expand data=t out=t1 (where=(exdate NE .)) METHOD=JOIN EXTRAPOLATE; var rate; id TTM; by date; run; proc SQL; create table data3 as select a.*,b.rate from data1 as a left join t1 as b on a.date=b.date and a.TTM=b.TTM ;quit; [/pre] Sincerely, SPR ... View more

OK.That is easy. [pre] data data1; input date : yymmdd10. best_offer ; format date yymmdd10.; flag=put(date,monyy.); datalines; 2006/2/24 1.6 2006/2/24 0.3 2006/2/24 4.3 2006/2/24 1.4 2006/2/24 0.85 2006/3/20 2.5 2006/3/20 2.6 2006/3/20 1.57 2006/3/20 1.45 2006/4/19 1.78 2006/4/19 1.45 ; run; data data2; input futures_date : yymmdd10. futures_price ; format futures_date yymmdd10.; flag=put(futures_date,monyy.); datalines; 2004/5/12 18.2 2004/5/13 19.58 2004/5/14 19.67 2004/5/17 20.21 2004/5/18 20.07 2004/5/19 19.17 2006/2/11 19.34 2006/3/15 19.17 2006/4/20 18.77 2006/5/10 17.5 2006/6/15 17.61 2006/7/20 17.35 ; run; proc sort data=data1; by flag; run; proc sort data=data2; by flag; run; data want; merge data1 data2; by flag; drop flag; run; proc sort data=want; by date; run; [/pre] Ksharp ... View more

thanks the way you use is fast, correct, and flexible thank you so much ... View more