Average nominal maturity: Difference between revisions
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imported>Doug Williamson m (Spacing) |
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''Portfolio analysis''. | ''Portfolio analysis''. | ||
As opposed to average <u>effective</u> maturity, average <u>nominal</u> maturity does not take account of a potential early call, adjustable coupons, mortgage prepayments and puts. | As opposed to average <u>effective</u> maturity, average <u>nominal</u> maturity does not take account of a potential early call, adjustable coupons, mortgage prepayments and puts. | ||
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* [[Maturity]] | * [[Maturity]] | ||
* [[Put]] | * [[Put]] | ||
Revision as of 17:12, 29 July 2013
Portfolio analysis.
As opposed to average effective maturity, average nominal maturity does not take account of a potential early call, adjustable coupons, mortgage prepayments and puts.
