• Print |
• E-mail  |
• Bookmark

---

These sample files and code examples are provided by SAS Institute Inc. "as is" without warranty of any kind, either express or implied, including but not limited to the implied warranties of merchantability and fitness for a particular purpose. Recipients acknowledge and agree that SAS Institute shall not be liable for any damages whatsoever arising out of their use of this material. In addition, SAS Institute will provide no support for the materials contained herein.

/* This sample creates a needle plot with overlaid lines
   using the SAS 9.2 SGPLOT procedure. */

/* Define a format to order the horizontal axis and
   the format for the values on the vertical axis. */
proc format;
  value matfmt
    1='1 mo'
    2='3 mo'
    3='6 mo'
    6='1 yr' 
    7='2 yr'
    8='3 yr'
    9='5 yr' 
    11='10 yr ' 
    14='30 yr';
  picture yldfmt 
    low-high='9%';
run;

/* Create sample data. */
data yield;
  input matcur yldcur mat1mo yld1mo mat1yr yld1yr;
  label yldcur='January 2008' yld1mo = 'December 2007' yld1yr = 'January 2007';
  format mat1yr matfmt. mat1mo matfmt. matcur matfmt.
         yldcur yldfmt. yld1mo yldfmt. yld1yr yldfmt.;
datalines;
1	2.63	1  	2.76	1	4.97
2  	2.86	2       3.04	2       5.12
3 	2.86	3	3.37	3	5.16
6	2.69	6	3.31	6	5.07
7  	2.36	7 	3.19	7 	4.89
8  	2.39	8	3.2	8	4.8
9  	2.86	9  	3.53	9  	4.75
11 	4.3	11      4.6	11      4.94
14	4.28	14	4.55	14	4.85
;
run;

title 'Government Bond Yield Curve';
title2 ' ';

ods listing style=ocean ;

/* Create the graph with the SGPLOT procedure.  Each SERIES statement
   produces a line and the NEEDLE statement produces the needle in the graph. */
proc sgplot data=yield cycleattrs;
  series x=mat1yr y=yld1yr / markers 
    markerattrs=(symbol=circlefilled size=10px) 
    lineattrs=(pattern=solid) name='n1'; 
  series x=mat1mo y=yld1mo / markers 
    markerattrs=(symbol=circlefilled size=10px) 
    lineattrs=(pattern=solid) name='n2';  
  series x=matcur y=yldcur / markers 
    markerattrs=(symbol=circlefilled size=10px) 
    lineattrs=(pattern=solid) name='n3'; 
  needle x=matcur y=yldcur / lineattrs=graphreferenence;
  yaxis grid label='Bond Yield';
  xaxis type=linear values=(1 2 3 6 7 8 9 11 14)  label='Bond Maturity';
  keylegend 'n1' 'n2' 'n3' / position=top noborder;
run;
title;
title2;

---

These sample files and code examples are provided by SAS Institute Inc. "as is" without warranty of any kind, either express or implied, including but not limited to the implied warranties of merchantability and fitness for a particular purpose. Recipients acknowledge and agree that SAS Institute shall not be liable for any damages whatsoever arising out of their use of this material. In addition, SAS Institute will provide no support for the materials contained herein.

Operating System and Release Information