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Weighted average life

• See: Average life.

• Is the measurement of a Mortgage Backed Securities time horizon other than maturity. It considers the impact of all principal payments both scheduled and prepaid.

 
 

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 Embedded terms in definition
 Average life
Average
Maturity
Mortgage backed securities
Mortgage
Principal
Securities
Time
 
 Related Terms
 

<< Weighted average coupon Weighted average maturity >>

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