create d5 01/23/1997 07/31/2015

dbopen(type=bloom) curncy
'fetching series data
fetch  "BPSW1" "BPSW0101 BLC" 

'renaming series
series _1Y = BPSW1
series _1Y1Y = BPSW0101_BLC

group group01 _1Y _1Y1Y

'NA fix	
for !i=1 to group01.@count
	smpl @first @first
	%name =group01.@seriesname(!i)
	smpl @first @last
	{%name} = @recode({%name}=na, {%name}(-1), {%name})
next i

!window = 2000
!length1 = !window+1
'moving averages of the time series
group g_mav
for !i=1 to group01.count
	%name=group01.@seriesname(!i)
	series {%name}_mav = @movav({%name}, !length1)
	g_mav.add {%name}_mav
next