ONTOLOGY EXPLORER
weighted average remaining term
<https://spec.edmcouncil.org/fibo/ontology/SEC/Debt/PoolBackedSecurities/WeightedAverageRemainingTerm>
プロパティと値
| プロパティ | 値 |
|---|---|
| type | Class |
| label | "weighted average remaining term"@en |
| subClassOf | ArithmeticMean |
| subClassOf | DebtPoolStatisticalMeasure |
| definition | "weighted average time to maturity of a portfolio of asset-backed securities (ABS) or mortgage-backed (MBS) securities"@en |
| abbreviation | "WART"@en |
| explanatoryNote | "The longer the WART, the longer the portfolio's assets will take to mature, on average. WART is often used in relation to mortgage-backed securities (MBS) but can also be applied to any portfolio of fixed-income securities. WART is closely related to weighted average loan age (WALA), which is its inverse."@en |
| synonym | "weighted average remaining maturity"@en |
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