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Methodology & Technical Papers
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Methodology & Technical Papers
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Methodology & Technical Papers
Overnight MIBOR
Methodology Document Dated 22
nd
June, 2015 Version 1
Methodology Document Dated 16
th
August, 2017 Version 2
Market Repo Overnight Rate (FBIL – MROR)
Methodology Document Dated 22
nd
November 2017
Term MIBOR
Methodology Document Dated 01
st
June, 2017 Version 2
Methodology Document Dated 23
rd
September, 2015 Version 1
Reference Rate
Methodology Document on Reference Rate Dated 15
th
January, 2019 - Version 2
Methodology Document Dated 11
th
June, 2018
Forward Premia Curve
Methodology Document Dated 20
th
February, 2018 Version1
MIFOR Curve
Methodology Document Dated 20
th
February, 2018 Version1
T-Bill Rate
Methodology Document Dated 20
th
June 2018 Version - 2
Methodology Document Dated 16
th
August 2017
CD Rate
Methodology Document on (FBIL-CD) Benchmark Version 2 - Dated 22
nd
November 2017
Methodology Document Dated 16
th
August 2017
MIBOR - OIS
Methodology Document Dated 20
th
June 2018 Version 2 (FBIL-MIBOR-OIS)
Methodology Document Dated 20
th
February 2018
FC - Rupee Options Volatility Matrix
Methodology Document Dated 5
th
May, 2016 Version 1
G-Sec Valuation
G-SEC Valuation Methodology adopted from FIMMDA
State Development Loans – Valuation Methodology