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/* 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;

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