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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
03-Apr-2020
Archive
N-S-S Methodology
CCIL NSS ZCYC Parameters
Date
ß0
ß1
ß2
ß3
tau1
tau2
03-Apr-2020
6.6943
-2.495
20
-19.1054
2.115
1.884
N-S ZCYC Parameters
Date
ß0
ß1
ß2
tau
03-Apr-2020
6.9252
-2.7871
-2.6978
0.7675
N-S Methodology
Error statistics & Valuation Sheet (NSS)
Title
Date
CCIL Rupee Yield Curve (Zero Coupon Yield Curve)
03-Apr-2020
Error Statistics & Valuation Sheet (NS)
Title
Date
CCIL Rupee Yield Curve (Zero Coupon Yield Curve)
03-Apr-2020