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The SASEFAME Interface Engine

Syntax: SASEFAME Interface Engine

The SASEFAME engine uses standard engine syntax. Options used by SASEFAME are summarized in Table 34.1.

Table 34.1 Summary of LIBNAME libref SASEFAME Statement

Option

Description

CONVERT=

specifies the FAME frequency and the FAME technique

WILDCARD=

specifies a FAME wildcard to match data object series names within the FAME database, which limits the selection of time series that are included in the SAS data set

RANGE=

specifies the range of data to keep in format ’ddmonyyyy’d - ’ddmonyyyy’d

INSET=

uses a SAS data set named setname and/or WHERE= FAME namelist as selection input for BY variables such as tickers or issues stored in a FAME string case series

CROSSLIST=

specifies a FAME crosslist namelist to perform selection based on the crossproduct of two FAME namelists

FAMEOUT=

specifies the FAME data object class/type you want output to the SAS data set

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