Average nominal maturity

From ACT Wiki

Revision as of 12:27, 22 June 2016 by imported>Doug Williamson (Layout.)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to navigation Jump to search

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.

See also

Retrieved from ‘https://wiki.treasurers.org/w/index.php?title=Average_nominal_maturity&oldid=3528’

Navigation menu