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Methodology

• FIMMDA Valuation Methodology
  1. Cubic Spline Methodology Pienaar method
  2. Valuation Methodology Version 1st March 2018
  3. State Development Loans Valuation Methodology FBIL


• FIMMDA Corporate Bond Valuation Methodology
• Inflation Indexed Bonds
• Valuation of FRBs
• Valuation of Investments  ( Please see FIMMDA Imp Circular & Papers tab)
  
  

Amendments to Methodology

• Changes made in methodology from April, 2017-18
• Changes made in methodology in 2016
• Changes made in methodology in 2015
• Changes made in methodology in 2014
• Changes made in methodology in 2013
• Changes made in methodology in 2012
• Changes made in methodology in 2011

Sample files

1. G-Sec
   
   • FBIL GSec Prices/Yields
   • FBIL - GOI STRIP Prices
   • Floating Rate Bonds Spread

1. FBIL
   
   • FBIL Overnight MIBOR
   • FBIL Polled Term Mibor
   • FC - Rupee Options Volatility Matrix Rates

Exchange Traded Info for Valuation

• NSE - http://nseindia.com/products/content/equities/equities/homepage_eq.htm - Bhavcopy (PR)(zip) RPD (Date).csv

• BSE - http://www.bseindia.com/markets/debt/BhavCopyDebt.aspx?expandable=6 – Debt(Date) WDM(Date).csv

• Sovereign Green Bonds