\documentclass{minimal}
\usepackage{pst-plot}
\usepackage{pst-node}
\usepackage{pstricks}
%\usepackage{pstcol}
\begin{document}

\begin{center}
\begin{pspicture}(6,8)(10,5)
\psaxes[linewidth=1.2pt,labels=none,Ox=0,Oy=5.25,Dx=2,Dy=1]{<->}(0,5)(0,5)(13,10)

\psset{xunit=2cm,yunit= 2cm}
  \savedata{\mydata}[{{0.2, 2.5}, {0.4, 3} ,{1,3.4},{2,3.7}, {6,4}}]
  %\savedata{\mydata}[{{0.1, 0.025}, {0.2, 0.050}, {0.5, 0.073}, {1., 0.076}, {3., 0.10}}]
  \dataplot[plotstyle=curve,showpoints=true,
     dotstyle=triangle]{\mydata}
\rput[br]{*0.5}(-0.2,2.5){5.25}
\rput[br]{*0.5}(-0.2,3){5.50}
\rput[br]{*0.5}(-0.2,3.5){5.75}
\rput[br]{*0.5}(-0.2,4){6.00}
\rput[br]{*0.5}(-0.2,4.5){6.25}

\rput[br]{*0.5}(1,2.25){5}
\rput[br]{*0.5}(2,2.25){10}
\rput[br]{*0.5}(3,2.25){15}
\rput[br]{*0.5}(4,2.25){20}
\rput[br]{*0.5}(5,2.25){25}
\rput[br]{*0.5}(6,2.25){30}

\rput[br]{*0.5}(5,2){Years to maturity}

\rput[br]{*0.5}(-0.6,2.7){\rotateleft{Annualized yield(\%)}}

\end{pspicture}


\end{center}
\end{document}