Quantnet :: Show

rm(list=ls(all=TRUE))
graphics.off()
  USTF = read.table("XFGUSTF.dat")
  xmin = 1
  xmax = nrow(USTF)
  x = (xmin:xmax)
  z1 = plot(x,USTF[xmin:xmax,4], type="l", col="black", lwd=1.5, xlab="Day", ylab="Yield in %", axes=FALSE, frame=TRUE, ylim=c(2.5,8), main="US Treasury Yields (3M, 1Y, 2Y, 5Y, 10Y)")       # 3 month yield
  axis(side=1, at=seq(0,2000,500),labels=seq(0,2000,500))
  axis(side=2, at=seq(0,10,1),labels=seq(0,10,1))
  z2 = lines(x,USTF[xmin:xmax,6], col="green", lwd=1.5)    # 1 year yield
  z3 = lines(x,USTF[xmin:xmax,7], col="blue", lwd=1.5)     # 2 year yield
  z4 = lines(x,USTF[xmin:xmax,10], col="red", lwd=1.5)     # 5 year yield
  z5 = lines(x,USTF[xmin:xmax,12], col="magenta", lwd=1.5) # 10 year yield