Average nominal maturity: Difference between revisions
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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. | ||
== See also == | == See also == | ||
Revision as of 12:27, 22 June 2016
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.
