{"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":"AAA · Financial historical curves","resolution":"daily","dates":["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":[6.7544,6.7871,6.7546,6.7727,6.8752,6.8432,6.8912,6.915,7.0478,7.4828],"y0.5":[7.3461,7.5147,7.4474,7.4987,7.5259,7.5336,7.4957,7.7023,7.7842,7.9201],"y1":[null,7.8806,7.8845,7.9272,7.9357,7.9596,8.0092,8.0581,8.043,8.0797],"y2":[null,null,null,8.1364,8.1262,8.1726,8.161,8.2143,8.3205,8.4029],"y3":[null,null,null,7.9319,8.0391,8.1403,8.139,8.1774,8.2073,8.3012],"y5":[null,null,null,null,8.0572,8.0581,8.0578,null,null,null],"y7":[null,null,null,null,8.111,8.1111,8.1113,null,null,null],"y10":[null,null,null,null,null,null,null,null,null,null],"y15":[null,null,null,null,null,null,null,null,null,null],"y20":[null,null,null,null,null,null,null,null,null,null],"y30":[null,null,null,null,null,null,null,null,null,null],"y40":[null,null,null,null,null,null,null,null,null,null]}}