Re: st: Time to maturity

[Ferdinand Siagian <fsiagian@maine.edu>]

Thanks Steve and Nick.

This is how I did it and it works.

tostring transdate, replace;
generate tradedate=date(transdate, "YMD");

tostring matdate, replace;
generate expdate=date(matdate, "YMD");

generate t = (expdate - tradedate);

Best,
Ferdinand

On 10/18/11 5:31 PM, Steve Nakoneshny wrote:
> I appreciate the correction, Nick. Thanks.
>
> On 2011-10-18, at 2:21 PM, Nick Cox wrote:
>
> > 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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>
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