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Metamodeling with Perl and AMPL

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December, 2004: Metamodeling with Perl and AMPL

Data file:
U.S. Treasury Yield Curve Sun, 4 Jul 1999, 11:32am EDT
Current Previous
Bills Mat Date Price/Yield Price/Yield Yld Chg Prc Chg
3month 9/30/99 4.54(4.67) 4.54(4.67) 0.00 +0
6month 12/30/99 4.77(4.97) 4.77(4.97) 0.00 +0
1year 6/22/00 4.80(5.06) 4.80(5.06) 0.00 -0
 
Notes/ Current Previous
Bonds Coupon Mat Date Price/Yield Price/Yield Yld Chg Prc Chg
2year 5.750 6/30/01 100-10+(5.57) 100-10+(5.57) 0.00 -0-00
5year 5.250 5/15/04 98-04(5.70) 98-04(5.70) 0.00 -0-00
10year 5.500 5/15/09 97-17(5.83) 97-17(5.83) 0.00 -0-00
30year 5.250 2/15/29 89-17+(6.01) 89-17+(6.01) 0.00 -0-00
 
[U.S. Treasury Yield Curve]
Inflation
Indexed Current Previous
Treasury Coupon Mat Date Price/Yield Price/Yield Yld Chg Prc Chg
5year 3.625 7/15/02 00 (.00) 99-06(3.91) -3.91 -99-06
10year 3.875 1/15/09 00 (.00) 99-07+(3.97) -3.97 -99-08
30year 3.875 4/15/29 00 (.00) 99-09+(3.91) -3.91 -99-10
Copyright 1999, Bloomberg L.P. All Rights Reserved. B(c) Copyright 1999 USA TODAY, a division of Gannett Co. Inc.

Figure 2: Example use of PerlAmpl parsing Treasury yield curve data.


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