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?
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