new;
library pgraph;
graphset;
_pdate = "";
_pltype = 6;
format /rdn 8,3;
/*
load p[] = \data\tsdisk\paryld1;
load z[] = \data\tsdisk\zeroyld1;
load f[] = \data\tsdisk2\fwdrate1;
load e[] = \data\tsdisk2\fwderr1;
*/
load p[] = \data\tsdisk\paryld2;
load z[] = \data\tsdisk\zeroyld2;
load f[] = \data\tsdisk2\fwdrate2;
load e[] = \data\tsdisk2\fwderr2;
r = rows(p);
p = reshape(p,r/62,62);
z = reshape(z,r/62,62);
f = reshape(f,r/62,62);
e = reshape(e,r/62,62);
m = p[1,7:62];
p = p[2:rows(p),.];
z = z[2:rows(z),.];
f = f[2:rows(f),.];
e = e[2:rows(e),.];
nr = rows(p);
head = p[.,1:6];
p = p[.,7:62];
z = z[.,7:62];
f = f[.,7:62];
e = e[.,7:62];

top:
print "mo";; mo = con(1,1);
print "yr";; yr = con(1,1);
i = (mo - 11) + (yr - 46) * 12;
i = (mo - 7) + (yr - 85) * 12;
if i > nr; print "i > nr"; stop; endif;
print "ymin";; ymin = con(1,1);
print "ymax";; ymax = con(1,1);
yr = ftos(head[i,1],"%*.*lf",1,0);
mo = ftos(head[i,2],"%*.*lf",1,0);
s = mo $+ "/" $+ yr;
nm = head[i,3];
fe = f[i,1:nm]' + e[i,1:nm]';
fee = f[i,1:nm]' - e[i,1:nm]';
scale(m[1:nm]',f[i,1:nm]');
ylabel ("% / yr");
xtics(0,m[nm],5,5);
ytics(0,20,5,5);
_pltype = {6,6,6,2,2};
_plwidth = {0,0,0,5,5};
_pcolor = {10,11,12,12,12};
s = "Term Structure, " $+ s;
title(s);
xy(m[1:nm]',p[i,1:nm]'~z[i,1:nm]'~f[i,1:nm]'~fe~fee);
ytics (ymin,ymax,2,1);
xy(m[1:nm]',p[i,1:nm]'~z[i,1:nm]'~f[i,1:nm]'~fe~fee);
ytics (ymin,ymax,2,1);
s = "Zero-Coupon Yield Curve, " $+ s;
title(s);
xy(m[1:nm]',z[i,1:nm]');
print "table? 0/1 ";; tab = con(1,1);
if tab; lprint s m[1:nm]'~z[i,1:nm]' "\f"; endif;
goto top;

dos del graphic.tkf;
end;