maturity range

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• Maturity (finance) — In finance, maturity or maturity date refers to the final payment date of a loan or other financial instrument, at which point the principal (and all remaining interest) is due to be paid. The term fixed maturity is applicable to any form of… …   Wikipedia

• maturity date — The date a financial instrument s contractual term expires. The date on which the principal or last principal payment on a debt is due and payable. For mortgage related securities, see final distribution date and final maturity. American Banker… …   Financial and business terms

• Maturity — For a bond, the date on which the principal is required to be repaid. In an interest rate swap, the date that the swap stops accruing interest. The New York Times Financial Glossary * * * maturity ma‧tu‧ri‧ty [məˈtʆʊərti ǁ ˈtʊr ] noun maturities …   Financial and business terms

• maturity — The period during which a futures contract can be settled by delivery of the actuals; i.e., the period between the first notice day and the last trading day. Also, the due date for financial instruments. The CENTER ONLINE Futures Glossary For a… …   Financial and business terms

• One-Year Constant Maturity Treasury - 1-Year CMT — The interpolated one year yield of the most recently auctioned four , 13 and 26 week U.S. Treasury bills, plus the most recently auctioned 2 , 3 , 5 and 10 year U.S. Treasury notes as well as the most recently auctioned U.S. Treasury 30 year bond …   Investment dictionary

• Constant maturity swap — A constant maturity swap, also known as a CMS, is a swap that allows the purchaser to fix the duration of received flows on a swap. The floating leg of an interest rate swap typically resets against a published index. The floating leg of a… …   Wikipedia

• Mountain range (options) — Mountain ranges are exotic options originally marketed by Société Générale in 1998. The options combine the characteristics of basket options and range options by basing the value of the option on several underlying assets, and by setting a time… …   Wikipedia

• Preferred Habitat Theory — A term structure theory suggesting that different bond investors prefer one maturity length over another and are only willing to buy bonds outside of their maturity preference if a risk premium for the maturity range is available. The theory also …   Investment dictionary

• commercial paper — Unsecured, short term promissory notes issued by corporations for specific amounts and with specific maturity dates. Firms with lower ratings or firms without well known names usually back their commercial paper with guarantees or bank letters of …   Financial and business terms

• Commercial paper — Short term unsecured promissory notes issued by a corporation. The maturity of commercial paper is typically less than 270 days; the most common maturity range is 30 to 50 days or less. The New York Times Financial Glossary * * * commercial paper …   Financial and business terms

• Preferred habitat theory — A biased expectations theory that believes the term structure reflects the expectation of the future path of interest rates as well as risk premium. However, the theory rejects the assertion that the risk premium must rise uniformly with maturity …   Financial and business terms