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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.

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;

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';

ods html file='BondMaturity' path='.' style=curve;
ods graphics / reset width=600px height=400px imagename='BondMaturity' imagefmt=gif;

proc sgplot data=yield cycleattrs noautolegend;
  band  x=mat1yr upper=yld1yr  lower=0/  name='b1' legendlabel='January 2007';
  band  x=mat1mo upper=yld1mo lower=0 /  name='b2' legendlabel='December 2007';
  band  x=matcur upper=yldcur lower=0 / name='b3' legendlabel='January 2008';
  series  x=mat1yr y=yld1yr / markers markerattrs=(color=white symbol=circlefilled)lineattrs=(pattern=solid);
  series  x=mat1mo y=yld1mo / markers markerattrs=(color=white symbol=circlefilled)lineattrs=(pattern=solid);
  series  x=matcur y=yldcur / markers markerattrs=(color=white symbol=circlefilled)lineattrs=(pattern=solid);
  needle  x=matcur y=yld1yr / lineattrs=(color=white pattern=solid); 
  yaxis label='Bond Yield' offsetmin=0; 
  xaxis values=(1 2 3 6 7 8 9 11 14) label='Bond Maturity';
  keylegend 'b1' 'b2' 'b3'; 
run;

ods html close;
ods listing;

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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.

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