India's Zero Coupon Yield Curve (2001 - 2019)


This page presents the time-series of Zero Coupon Yield Curve (ZCYC) in India for the period Jun 2001 - Nov 2019. The ZCYC parameters are modeled using the Neslon-Siegel (3-factor) model for the period Jun 2001 - Dec 2010 and the Nelson-Siegel-Svensson (5-factor) model for the period Jan 2011 - Nov 2019.

More details about the methodology and data sources can be found here.

(Content: Anjali Sharma, Anshul Tayal. Implementer: Anshul Tayal.)