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http://bluemountaincapital.github.io/Deedle/ Disclaimer: I haven't used this.


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Yes you can do that by simply using the PROC LOAN already implemented in SAS. It gives the possibility to take into account ballon dates, floating & fixed interest rates and all you mentioned in the question. Here you can find the guide to use this procedure. I suggest to use that instead of other statistical procedure, because SAS provides already ...



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