The SASEXCCM Interface Engine (Experimental)
- Overview
- Getting Started
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Syntax
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Details
SAS Output Data Set Missing Values Data Reference: Introduction CCM Data Items CCM Keysets CCM Data Groups Daily STK Data Items Daily STK Data Groups Monthly STK Data Items Monthly STK Data Groups IND Group Data Item Names Monthly IND Group Data Group Names Daily IND Group Data Group Names IND Time Series Data Item Names Monthly IND Time Series Data Group Names Daily IND Time Series Data Group Names Daily and Monthly TRS Data Item Names US TRS Data Group Names
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Examples
Retrieving SALE Data for One GVKEY Retrieving SALE Data for Multiple Companies Retrieving Data in Different Keysets Retrieving Items with Global Options Retrieving All GVKEYs and Company Names Retrieving Stock Time Series by PERMNO Retrieving Stock and Indices Monthly Time Series by INDNO Retrieving Stock and Indices Daily Time Series by INDNO Retrieving Information for Availability of Group INDNOs Retrieving Daily Group Time Series by INDNO= Option Retrieving Monthly Group Time Series by INDNO= Option Retrieving Monthly Treasury Time Series by TREASNO= Option
- References
| US TRS Data Group Names |
The US Treasury data consists of the groups listed in Table 39.15.
Group Name |
Description |
|---|---|
TRS_MASTER |
Master items |
TRS_ISSUE |
TREASNO properties |
TRS_IDX |
TREASNOX properties |
TRS_PAY |
Payments |
TRS_DLY |
Daily treasury |
TRS_DLY_ISS |
Issue items |
TRS_DLY_FT |
Fixed term |
TRS_MTH |
Monthly treasury |
TRS_MTH_ISS |
Monthly issue items |
TRS_MTH_BP |
Monthly bond portfolios |
TRS_MTH_FB |
Monthly Fama-Bliss |
TRS_MTH_FT |
Monthly fixed term |
TRS_MTH_RF |
Riskfree |
TRS_MTH_TERM |
Monthly term structure |
TRS_RATE |
Rates |
TRS_MTH_TS |
Monthly time series |
TRS_DLY_TS |
Daily time series |
Note: This procedure is experimental.