Average effective maturity

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Revision as of 20:28, 5 January 2018 by imported>Doug Williamson (Link with Prepayment page.)
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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.


See also