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Re: st: Time to maturity


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Time to maturity
Date   Tue, 18 Oct 2011 21:21:07 +0100

Good advice, but for one detail. The difference between two daily
dates is not itself a daily date, so the difference should not be
assigned a %td format.

On Tue, Oct 18, 2011 at 8:05 PM, Ferdinand Siagian <fsiagian@maine.edu> wrote:

> Thanks Steve.


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

>> 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.

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

>>> 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

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