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Weighted average maturity |
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Weighted 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.Weighted average maturity Similar MatchesImport-weighted average tariffImport-weighted average tariffSee trade weighted average tariff. Price weighted indexPrice weighted indexAn index giving a greater influence to higher-valued stocks by weighting all component stocks by their price. Capitalization Weighted IndexCapitalization Weighted IndexA stock index which is computed by adding the capitalization (float times price) of each individual stock in the index, and then dividing by the divisor. The stocks with the largest market values have the heavist weighting in the index. See also Float, Divisor. Weighted average lifeWeighted average lifeSee: Average life Volume weighted average priceVolume weighted average priceA calculation performed by the London Stock Exchange to set closing prices for shares traded on the SETS order book system.In simple terms, the value of trades is divided by the volume over a given period. The LSE uses a closing 10 minute VWAP to set closing prices on SETS. Further SuggestionsMarket value weighted indexTrade-weighted exchange rate Trade-weighted average tariff Weighted average remaining maturity Weighted average Coupon |
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