Average effective maturity: Difference between revisions
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imported>Doug Williamson (Layout.) |
imported>Doug Williamson (Link with Prepayment page.) |
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* [[Coupon]] | * [[Coupon]] | ||
* [[Maturity]] | * [[Maturity]] | ||
* [[Prepayment]] | |||
* [[Put]] | * [[Put]] | ||
* [[Redemption]] | |||
Revision as of 20:28, 5 January 2018
1.
A calculation of the maturity of a bond taking account of any potential early redemption.
2.
A calculation of the weighted average of the maturities of bonds in a portfolio, which includes all adjustable coupons, mortgage prepayments and puts.
