When the DLCREATEDIR
system option is specified, and a UFS directory that does not exist
is specified on a LIBNAME statement or function, then SAS creates
the directory.
Note: The following restrictions
apply if DLCREATEDIR is specified on z/OS:
The FILEPROMPT system option is
ignored.
The NOPROMPT option of the LIBNAME
statement is ignored when a library is being assigned.