# Setup some magic numbers - reduces the risk of mistakes in the main
# config file.
i_b_ns    = 0
i_b_0_1m  = 1
i_b_1_3m  = 2
i_b_3_6m  = 3
i_b_6_1y  = 4
i_b_1_3y  = 5
i_b_3_5y  = 6
i_b_gt_5y = 7

# Fraction of savings deposits which are classified as short
short_savings_fraction = 0.15
# Which bucket we place the above fraction of savings deposits
short_savings_bucket = $i_b_ns
# Which bucket we place the remainder of savings deposits.
long_savings_bucket = $i_b_1_3y

# Fraction of current deposits which are classified as short
short_current_fraction = 0.25
# Which bucket we place the above fraction of current deposits
short_current_bucket = $i_b_ns
# Which bucket we place the remainder of current deposits.
long_current_bucket = $i_b_1_3y

# Interest rate on savings bank deposits
savings_bank_rate = 3.5

# Interest rate on time deposits (mean).
time_deposits_rate = 10.625
# It was from 10.25 to 11.00

# Interest rate on the liabilities side for borrowings by the bank.
# Assumption: 100 bps above 1 year ZCYC rate
bank_borrowing_rate = 5.61657

# Interest rate earned on bills purchased by the bank.
# Assumption: 300 bps above 1 year ZCYC rate
bills_rate = 7.61657

# The PLR of the year.
plr = 5.25
# It was 5.00 - 5.50

# The CRR (in percent that was then prevalent)
crr = 4.5

# The interest rate that RBI pays beyond three percent points on CRR.
# (From 2001 onwards, it's just the bank rate).
crr_interest_rate = 6.00

# A single flat interest rate to impute on all investments.
# The CRR prevalent.
investment_rate = 4.61657    # ZCYC rate for 1 year

# What time bucket to put PLR-linked investments?
plr_time_bucket = $i_b_6_1y

# What fraction of bills (in higher buckets) are actually PLR linked?
plr_linked_bills_frac = 0.9

# The NS parameters as of 31/3/2004.
b0  =  7.4756
b1  = -2.7374
b2  = -3.2854
tau =  4.3854

# What shock to simulate? (in basis points)
shock = 319

# How much do you want me to talk? Can take two values: 1 or 2
# If you say 1 : Only a compact output file comes out
# If you say 2 : It talks every step of the way.
verbose = 1