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ZCYC Current
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Page Content
Tenor Wise Zero Coupon Yield
Title
Date
Tenor Wise Zero Coupon Yield
07-Jul-2020
Archive
N-S-S Methodology
CCIL NSS ZCYC Parameters
Date
ß0
ß1
ß2
ß3
tau1
tau2
07-Jul-2020
6.55
-4.227
4.7651
2.4081
4.6856
0.1313
N-S ZCYC Parameters
Date
ß0
ß1
ß2
tau
07-Jul-2020
6.8476
-4.4425
-1.9865
1.2389
N-S Methodology
Error statistics & Valuation Sheet (NSS)
Title
Date
CCIL Rupee Yield Curve (Zero Coupon Yield Curve)
07-Jul-2020
Error Statistics & Valuation Sheet (NS)
Title
Date
CCIL Rupee Yield Curve (Zero Coupon Yield Curve)
07-Jul-2020