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Re: st: Time to maturity


From   Ferdinand Siagian <fsiagian@maine.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Time to maturity
Date   Tue, 18 Oct 2011 15:05:13 -0400

Thanks Steve.

Ferdinand

On 10/18/11 2:52 PM, Steve Nakoneshny wrote:
Hi Ferdinand,

I would convert the date variables into Stata date format first, see -help date- for how to do this.
> From there, -gen newdate= (maturity date - transaction date)- and -format newdate %td- should get you there.

Thanks,
Steve Nakoneshny
scnakone@ucalgary.ca




On 2011-10-18, at 12:46 PM, Ferdinand Siagian wrote:

Hello all,

I have a data set with transaction dates and maturity dates in YYYYMMDD
format. The data Type is long and the format is %12.0g. I have been
trying to calculate the number of days from the transaction date to the
maturity date (or time to maturity) but could not find the best way to
do it. Example:

Transaction date        Maturity date
20090120                20100520
20100315                20110825

Thank you for your help.

Best,
Ferdinand


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