Time to maturity

Time to maturity

The time remaining until a financial contract expires. Also called time until expiration.
References in periodicals archive ?
The writer used the average time to maturity number of 2013 and deliberately stated it as 2017 number.
As at end-2015, the list of outstanding Eurobonds hold an average time to maturity of 6.
With regards to average time to maturity of external debt, it has reduced from 10.
So far, Goh and Xie (2009), have embraced the complexity of the structure of a convertible bond to its fullest, highlighting the linkages between conversion price, conversion ratio and time to maturity and the perception of bonds in investors' eyes.
Non-financial debt maintained its average tenor of nine years, while the average time to maturity of public debt was extended by six months to 5.
Non-financial debt maintained its average tenor of 9 years, while the average time to maturity of public debt was extended by six months to 5.
Still, the average time to maturity of public debt was unchanged from the previous quarter at 5.
We recall that the Samuelson effect describes the fact that the volatilities of the forward price are generally smaller than the ones of the underlying spot price; moreover such volatilities quickly converge to the volatility of the spot itself, when time to maturity tends to zero.
Its investment policy includes investments in high grade and liquid avenues: 1) Instrument/Issuer Rating having minimum 'AA' rating, 2) maximum maturity of six Months and 3) average time to maturity of portfolio of three months
Yield curve: The relationship between the interest rates (or yields) and time to maturity for debt securities of equivalent credit risk.