Sriram.. don't leave this on time. if you are uncomfortable then do talk it out.
I would suggest take her out for movies or dinner or some place where she wants to go. Do something she wants to do. Since this is an arranged marriage may be she has some inhibitions. Give it sometime but give her all the attention she deserves. Men and women function differently. Don't take "I am happy" to face value. Women show better physical closeness when they feel loved. Yes take it from a woman

So try your every bit to find out what makes her happy and do that.
If I may ask, do you live with your parents? If not, then it will be even more easier for you to decipher the problem and work against it.
Best wishes for your marriage.