Data Table merge based on date ranges

Question

I have two tables, policies and claims

policies<-data.table(policyNumber=c(123,123,124,125), 
                EFDT=as.Date(c(\"2         


        

Answer 1

I think this does mostly what you want. I need to run so don't have time to add the policy with no claims and clean the columns up, but I think the difficult issues are addressed:

setkey(policies, policyNumber, EXDT)
policies[, EXDT2:=EXDT]
policies[claims[, list( policyNumber, lossDate, lossDate, claimNumber, claimAmount)], roll=-Inf]
#    policyNumber       EXDT       EFDT      EXDT2   lossDate claimNumber claimAmount
# 1:          123 2012-02-01 2012-01-01 2013-01-01 2012-02-01           1          10
# 2:          123 2012-08-15 2012-01-01 2013-01-01 2012-08-15           2          20
# 3:          123 2013-01-01 2012-01-01 2013-01-01 2013-01-01           3          20
# 4:          124 2013-10-31 2013-01-01 2014-01-01 2013-10-31           4          15

Also, note it is trivial to remove/highlight claims outside of policy dates from this result.