Hello All,
The yield curve for October is ready. The DMO reopened only 2 bonds. For the most part, the curve in October is higher than that for September. The SW model computed without any modification.
The specifics of the methodology used for the calculation of the risk-free rates have been set out in the documents in the folder linked below. These include the bonds available, their features and additional details included in our calculation. Spreadsheets of the Yield Curves computed from October 2022 -October 2024 are included in the folder.
For all feedback and comments, please reach out to us at contact@actuaries.org.ng