走前sas金融應(yīng)用程序舉例char

1、3.1.1 dataa; %macroa(r,3.1.1 dataa; %macroa(r,n,d,par); data a1;%=1%to&np1=p1+&d/(1+&r)*&i; data a1;seta1end=lasobs; if lasobs;data a; setaa1;%mend /*a(r, n,d,par)內(nèi)的具體參數(shù)值 proc data=a3.2 利用通用程序，a(r,n,d,par)%a(0.00625,360,349.6, %a(0.006667,360, 349.6, %a(0.007083,360, 349.6, %a(0.0075,360, 349.6, %ma

2、croa(r); putr= %mend 3.1.2 3.4%macroa(r,m); 3.1.2 3.4%macroa(r,m); putr= %mend 3.1.3 利用通用程序，a(r,n, d, par)%a(0.0325,36, 30,%a(0.035,36, 30, %a(0.0375,36, 30,%a(0.04,36, 30,%a(0.0425,36, 30,%a(0.045,36, 30, %a(0.0475,36, 30,3.1.5 例3.6 利用通用程序，a(r, n,d,par)%a(0.056,10, 30, %a(0.0585,10, 30,%a(0.061,10,

3、 30, %a(0.0635,10, 30,%a(0.066,10, 30, %a(0.0685,10, 30,%a(0.071,10, 30, %a(0.0735,10, 30,%a(0.076,10,30, datadays02=datdif(date0, date2, 30/360);公司債適合30/360標(biāo)準(zhǔn)*/ days12=datdif(date1, date2, 30/360);days02=datdif(date0, date2, 30/360);公司債適合30/360標(biāo)準(zhǔn)*/ days12=datdif(date1, date2, 30/360);put callsymput

4、(nn*datacallsymput(ww)/*datadataa; %macroa(r); data a1;=1 to &n ; data a1;seta1end=lasobs; if lasobs;datasetaa1; %mend proc 3.8datadays02=datdif(date0, date2, act/act);債適合的標(biāo)準(zhǔn)*/ days12=datdif(date1, date2, act/act);put callsymput(nn*data put callsymput(nn*data callsymput(ww)/*datadataa; %macroa(r); d

5、ata a1;=1to&ndata a1;seta1end=lasobs; if lasobs;datasetaa1; %mend proc 3.1.7 例 %macroa(y); data a;don=1 to 9data a;setaend=lasobs; if lasobs;datadon=1 to 13datadon=1 to 13data b;setbend=lasobs; if lasobs;d;don=1 to 5d;setcend=lasobs; if lasobs;%mend dataput a %macroa(y,z,x); data a1;don=1 to 12ifn12

6、thenp&x=5.4/(1+&y+&z)*n; else p&x=105.4/(1+&y+&z)*n; data a1;set3.2.1 data a;merge a %mend %a(0.05,%a(0.05,%a(0.05,%a(0.05,data a;merge a %mend %a(0.05,%a(0.05,%a(0.05,%a(0.05,%a(0.05,proc data=a3.2.2 例 dataa; %macroa(y); data a1;data a;seta%mend proc procgplotdata=a; plot p*y=1;symbol1v=nonei=joinr

7、=1title2債券價(jià)格與收益率關(guān)系圖3.2.3 3.12 作表程序： data3.2.3 3.12 作表程序： datadon=40 to 0by -2 proc data=avaryear p1p2 假定必要收益率不變的情況下, dataset a; procgplotdata=aplotp*year=1 symbol1 v=none i=join r=1 c=black;symbol2v=nonei=joinr=1c=black; title2 假定必要收益率不變的情況下，貼水債券時(shí)間軌跡; 3.13 生成圖表程序： data a;don=40 to 0by -2 proc varyea

8、r p1p2 datadataprocgplotdata=aplot p*year=1 p0*year=2/overlay; symbol1v=nonei=joinr=1c=black; symbol2v=nonei=joinr=1c=black; title2假定必要收益率不變的情況下，升水債券時(shí)間軌跡例 data%macroa(y); data a1;days1=datdif(date1,date2,30/360); %letx=w; do n=1 to 12 ; data a1;seta1end=lasobs; if lasobs;dataseta%mend proc 3.15 %macror(v1,v0,d); 3.15 %macror(v1,v0,d); put r=;%mend 例3.16 %macror(r1,r2,r3,r4,