{"schema":1,"as_of":"2026-10-09","meta":{"source":"NSE corporate bond bhavcopy and WDM negotiated-trade reports; BSE trade-and-settlement reports; NSE rating filings; CDSL bond terms and ratings","method":"docs/methods/bond_curves.md","notes":["Indicative traded YTM, not a zero-coupon curve, valuation benchmark or executable quote.","One source per ISIN-day: NSE takes precedence over BSE. The stale NSE-hosted BSE mirror is excluded.","NSE CBM value converted from lakhs to crores; WDM reports crores. BSE value is face value in lakhs, converted to crores.","Corporate nodes: equal bonds within issuer, equal issuers; at least three bonds and three issuers.","No extrapolation; no interpolation across unsupported buckets or more than ten years.","Five-session view checks eligibility on each bond's latest reported trade; older yields are not marked to today."]},"name":"Government of India historical curves","resolution":"daily","dates":["2026-09-15","2026-09-16","2026-09-17","2026-09-18","2026-09-22","2026-09-24","2026-09-29","2026-09-30","2026-10-05","2026-10-06","2026-10-09"],"series":{"y0.25":[null,5.1549,null,5.2679,null,null,null,null,null,null,null],"y0.5":[null,5.3157,null,5.3195,null,null,null,null,null,null,null],"y1":[null,5.6372,null,5.4228,null,null,null,null,null,null,null],"y2":[null,6.2802,null,5.6294,null,null,null,null,null,null,null],"y3":[null,6.5714,6.5862,5.8359,null,null,6.7019,null,null,null,null],"y5":[6.8202,6.7788,6.8364,6.249,null,6.925,6.8483,null,6.9671,7.0324,7.027],"y7":[6.9343,6.9694,null,6.6621,6.9313,7.0488,6.9947,7.121,7.0782,7.1184,7.1357],"y10":[null,null,null,null,7.0345,7.1168,7.2064,7.1774,null,null,7.2876],"y15":[null,null,null,null,7.215,7.278,7.4647,7.4112,null,null,null],"y20":[null,null,null,null,7.4279,null,7.6196,null,null,null,null],"y30":[null,null,null,null,null,null,7.663,null,null,null,7.721],"y40":[null,null,null,null,null,null,null,null,null,null,null]}}