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ZCYC Current
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Recent
Page Content
Tenor Wise Zero Coupon Yield
Title
Date
Tenor Wise Zero Coupon Yield
18-Jan-2021
Archive
N-S-S Methodology
CCIL NSS ZCYC Parameters
Date
ß0
ß1
ß2
ß3
tau1
tau2
18-Jan-2021
6.1822
-2.947
5.9012
-0.3689
7.0468
0.0705
N-S ZCYC Parameters
Date
ß0
ß1
ß2
tau
18-Jan-2021
6.8939
-3.836
-3.459
0.9753
N-S Methodology
Error statistics & Valuation Sheet (NSS)
Title
Date
CCIL Rupee Yield Curve (Zero Coupon Yield Curve)
18-Jan-2021
Error Statistics & Valuation Sheet (NS)
Title
Date
CCIL Rupee Yield Curve (Zero Coupon Yield Curve)
18-Jan-2021