Joined: 15 Nov 2005 Posts: 117 Location: Chennai, India
There are programs like BPXWDYN which can be called from a COBOL program. These are used to execute TSO commands from COBOL program. So we can issue TSO ALLOCATE command from the program to allocate new datasets.
I am attaching a document for further reference. I haven't tried it out myself but I am sure that it will work.