WEIGHTED AVERAGE MATURITY


Meaning of WEIGHTED AVERAGE MATURITY in English

The weighted average maturity of a M.B.S. is the weighted average of the remaining terms to maturity of the mortgages underlying the collateral pool at the date issue , using as the weighting factor the balance of each of the mortgages as of the issue date.

Campbell R. Harvey. Hypertextual finance English glossary.      Английский словарь гипертекстовых финансов.