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Time to maturity |
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Time to maturityThe time remaining until a financial contract expires. Also called time until expiration.Time to maturity Similar MatchesMaturity dateMaturity dateUsually used for bonds. Date that the bond finishes and is paid off. Date on which the principal amount of a note, draft, acceptance, bond, or other debt instrument becomes due and payable. 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. Stated maturityStated maturityFor the CMO tranche, the date the last payment would occur at zero CPR. Weighted average maturityWeighted average maturityThe weighted average maturity of an MBS 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. 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. Further SuggestionsRemaining maturityMaturity phase Maturity factoring Weighted average remaining maturity yield to maturity Escrowed to Maturity (ETM) Maturity spread Projected maturity date Original maturity maturity Balloon maturity Current maturity |
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