Pages - ZCYCCurrent

13:02 May 18, 2012

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Tenor Wise Zero Coupon Yield

Title	Date
Tenor Wise Zero Coupon Yield	17-May-2012	Archive

N-S-S Methodology

CCIL NSS ZCYC Parameters

Date	ß0	ß1	ß2	ß3	tau1	tau2
17-May-2012	9.9806	-1.6529	-2.2057	-3.2892	1.4534	6.5070

N-S ZCYC Parameters

Date	ß0	ß1	ß2	tau
17-May-2012	9.3880	-1.0572	-2.6286	2.7516

N-S Methodology

Error statistics & Valuation Sheet (NSS)

Title	Date
CCIL Rupee Yield Curve (Zero Coupon Yield Curve)	17-May-2012

Error Statistics & Valuation Sheet (NS)

Title	Date
CCIL Rupee Yield Curve (Zero Coupon Yield Curve)	17-May-2012

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