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Home > Risk Management > Securities > ZCYC
 
CCIL NSS ZCYC Parameters29 Jul 2010

ß0 ß1 ß2 ß3 tau1 tau2
8.5327 -3.4372 -10.0000 9.3693 1.0782 1.0000
Tenor-wise Zero Coupon Yields Sheet
Error Statistics & Valuation Sheet N-S-S Methodology






N-S ZCYC Parameters29 Jul 2010
ß0 ß1 ß2 tau
9.0204 -3.5926 -0.0001 2.8816
Error Statistics & Valuation Sheet N-S Methodology


          
      

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