India's Interest Rate Tracker (2001 - 2020)


This page presents the time-series of rates for Zero Coupon Bonds of different maturities for the period June 2001 - October 2020. These rates are taken from the Zero Coupon Yield Curve (ZCYC), which is a graphical representation of the Term Structure of Interest Rates. 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 - October 2020.

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

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

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