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ZCYC Current
ZCYC Current
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Page Content
Tenor Wise Zero Coupon Yield
Title
Date
Tenor Wise Zero Coupon Yield
22-Jun-2018
Archive
N-S-S Methodology
CCIL NSS ZCYC Parameters
Date
ß0
ß1
ß2
ß3
tau1
tau2
22-Jun-2018
7.9706
-1.7431
2.1986
0.5876
3.0525
1
N-S ZCYC Parameters
Date
ß0
ß1
ß2
tau
22-Jun-2018
8.0026
-1.7546
2.3047
2.722
N-S Methodology
Error statistics & Valuation Sheet (NSS)
Title
Date
CCIL Rupee Yield Curve (Zero Coupon Yield Curve)
22-Jun-2018
Error Statistics & Valuation Sheet (NS)
Title
Date
CCIL Rupee Yield Curve (Zero Coupon Yield Curve)
22-Jun-2018