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Maturity spread |
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Maturity spreadThe difference in returns between bonds pfof different time lengths.Maturity spread Similar MatchesOriginal maturityOriginal maturityMaturity at issue. For example, a five-year note has an original maturity of five years; one year later it has a maturity of four years. Stated maturityStated maturityFor the CMO tranche, the date the last payment would occur at zero CPR. MaturityMaturityThe capital repayment date of a bond.Also the end of the term of an endowment assurance policy. Return to maturity expectationsReturn to maturity expectationsA variant of pure expectations theory that suggests that the return an investor will realize by rolling over short-term bonds to some investment horizon will be the same as holding a zero-coupon bond with a maturity that is the same as that investment horizon. MaturityMaturity(1) Termination period of a note. For example: A 30 year mortgage has maturity of 30 years. (2) In sales law, the date a note becomes due. Further SuggestionsBalloon maturityyield to maturity Escrowed to Maturity (ETM) Current maturity Weighted average remaining maturity Maturity date Remaining maturity Maturity factoring Projected maturity date Weighted average maturity Time to maturity Maturity phase |
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