Sanjana, its quite a complecated situation. You are okay, he is okay, his family is okay only your family is not. And he is determined on that.
Inter religious marriage is nothing new, the reason is simple, we born as a human being, at times of birth we dont have a religion, its our luck to get a religion based on our parents. An unborn baby cant decide his/her religion.
This has been accepted for 1000s of years, marriage in different form, for love, war, peace that happened. And in number of cases interreligion marriages has saved big wars. Emperor Akbar is one example, there are 100s and 1000s.
Your parents might be watching movies, a great fan of Shahrukh Khan, Amir Khan, Hritwik Roshan or Sanjay Dutt. All of them went through Inter-religion marriage, because its not the religion that bothers, its a single religion, humanity that persists.
Marriage is between two person, if love persists, thats fair enough. But I do believe marriage is between two families, the relatonship is that important. I wont disagree with your boyfriend, when you do have children, they deserve the best treat from both maternal and paternal grandfathers. This is damn important for a kid to have all four grandparents to love him/her.
For you its not only marriage between two families, its two religion coming closer. Its your responsibility to act on this, make them agree, for you and your future children. Its their blood, they should respect that. Else if they take a whimsical decision and get you married to someone of their choice, the marriage may last a single day with lots of pain, bitterness, divorce or anything.
For your knowledge, I know a couple, the guy is a Muslim, his father was a Muslim married to a Christian girl. The wife is a Hindu, her father was Hindu married to a Buddist girl. Everytime I meet them, I feel so good to see, thats a home where all religion got together. Thats true secular home. You are not having that luxury even to have four religions.