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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
13-Sep-2019
Archive
N-S-S Methodology
CCIL NSS ZCYC Parameters
Date
ß0
ß1
ß2
ß3
tau1
tau2
13-Sep-2019
7.0186
-1.749
-19.4026
20
3.2951
3.508
N-S ZCYC Parameters
Date
ß0
ß1
ß2
tau
13-Sep-2019
6.9781
-1.5489
2.4291
6.7679
N-S Methodology
Error statistics & Valuation Sheet (NSS)
Title
Date
CCIL Rupee Yield Curve (Zero Coupon Yield Curve)
13-Sep-2019
Error Statistics & Valuation Sheet (NS)
Title
Date
CCIL Rupee Yield Curve (Zero Coupon Yield Curve)
13-Sep-2019