{"schema":1,"as_of":"2026-10-23","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","2026-09-21","2026-09-22","2026-09-23","2026-09-24","2026-09-25","2026-09-28","2026-09-29","2026-09-30","2026-10-01","2026-10-05","2026-10-06","2026-10-07","2026-10-08","2026-10-09","2026-10-12","2026-10-13","2026-10-14","2026-10-15","2026-10-16","2026-10-19","2026-10-21","2026-10-22","2026-10-23"],"series":{"y0.25":[null,5.1549,5.1567,5.2383,5.2441,5.2458,5.327,5.3286,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null],"y0.5":[null,5.3157,5.3174,5.3895,5.3971,5.3988,5.4733,5.4749,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null],"y1":[null,5.6372,5.6389,5.6919,5.703,5.7047,5.7659,5.7675,null,null,null,null,null,null,null,null,null,null,null,null,6.4603,6.461,6.4634,6.5415,6.5426,6.6533,6.6539],"y2":[null,6.2802,6.2819,6.2968,6.3148,6.3165,6.3511,6.3527,null,null,null,null,null,null,null,null,null,null,null,null,6.7206,6.7213,6.7286,6.7393,6.7404,6.7978,6.798],"y3":[null,6.5769,6.5833,6.5836,6.5846,6.5833,6.585,6.6384,6.6391,null,null,null,6.7235,null,null,null,null,null,null,null,6.8441,6.9183,6.9949,6.997,6.9985,7.0034,7.0674],"y5":[6.8185,6.8011,6.8135,6.8139,6.8148,6.8027,6.8137,6.8925,6.8926,6.8931,6.9225,6.9398,6.9631,6.9775,7.0177,7.0225,7.0335,7.0291,7.0304,7.0404,7.1764,7.1795,7.2202,7.221,7.2215,7.3276,7.3409],"y7":[6.9134,6.9739,6.9774,6.9776,6.9782,6.978,6.9417,7.0378,7.038,7.0911,7.0919,7.1234,7.1259,7.1264,7.1252,7.1253,7.1285,7.1232,7.1282,7.1769,7.2824,7.3067,7.3059,7.3059,7.3098,7.3512,7.4086],"y10":[7.0558,7.0578,7.0578,null,7.0899,7.0674,7.0577,7.1121,7.118,7.1441,7.1761,7.1654,7.1912,7.2167,7.2192,7.2166,7.2547,7.2558,7.2652,7.3649,7.4097,7.4029,7.4079,7.4069,7.4223,7.4289,7.4494],"y15":[null,null,null,null,null,7.2282,7.212,7.2694,7.2751,7.2755,7.3481,7.3477,7.3854,7.4685,7.4693,7.4277,7.4449,7.4393,7.4397,7.5083,7.5085,7.5179,7.55,7.5501,7.5516,7.5845,7.5856],"y20":[null,null,null,null,null,7.428,7.428,null,7.4672,7.4742,7.5595,7.5643,7.5947,null,null,7.6076,7.6076,7.6103,7.6104,7.6541,7.7101,7.7101,7.6881,7.685,null,null,null],"y30":[null,null,null,7.5982,null,null,null,null,7.6226,null,null,null,null,7.6388,null,null,null,null,null,null,null,null,null,null,null,null,null],"y40":[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null]}}