Average effective maturity: Difference between revisions
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A calculation of the maturity of a bond taking account of any potential early redemption. | A calculation of the maturity of a bond taking account of any potential early redemption. | ||
2. | 2. | ||
A calculation of the weighted average of the maturities of bonds in a portfolio, which includes all adjustable coupons, mortgage prepayments and puts. | A calculation of the weighted average of the maturities of bonds in a portfolio, which includes all adjustable coupons, mortgage prepayments and puts. | ||
== See also == | == See also == | ||
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* [[Maturity]] | * [[Maturity]] | ||
* [[Put]] | * [[Put]] | ||
