Average effective maturity: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Link with Prepayment page.) |
imported>Doug Williamson (Classify page.) |
||
| Line 10: | Line 10: | ||
== See also == | == See also == | ||
* [[Bond]] | |||
* [[Coupon]] | * [[Coupon]] | ||
* [[Maturity]] | * [[Maturity]] | ||
* [[Mortgage]] | |||
* [[Portfolio]] | |||
* [[Prepayment]] | * [[Prepayment]] | ||
* [[Put]] | * [[Put]] | ||
* [[Redemption]] | * [[Redemption]] | ||
[[Category:Financial_products_and_markets]] | |||
Latest revision as of 13:03, 27 June 2022
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.
