Time to maturity

Time to maturity

The time remaining until a financial contract expires. Also called time until expiration.
References in periodicals archive ?
The contracts can be used to manage positions in response to short-term or specific events, such as economic figure announcements and have a short time to maturity and relatively low option premium.
Nearly all of the variables are known - the only unknown variable is the time to maturity. The most successful investors in this asset class are the ones that can most accurately predict time", brings about a higher return.
Key cover pool characteristics, such as portfolio seasoning and remaining time to maturity of assets, are broadly unchanged compared with last year's analysis.
'As a result, the average time to maturity of external loans fell to nearly 10 years in FY18 from over 20 years in FY14,' the report points out.
The long time to maturity for Kienyeji chickens is also a problem.
The writer used the average time to maturity number of 2013 and deliberately stated it as 2017 number.
As described below, such matching requires defining an area of interest rate plausibility (i.e., an interest rate corridor) with respect to publicly available interbank reference rates, defining a procedure for solving multiple refund matches for a single loan, and defining transactions' maximum reliable time to maturity.
As at end-2015, the list of outstanding Eurobonds hold an average time to maturity of 6.09 years and a weighted average coupon rate of 6.44%.
With regards to average time to maturity of external debt, it has reduced from 10.1 years in 2013 to 9.4 years in 2015 mainly due to paying-off of the existing external debt portfolio during last two fiscal years.
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 5.5 years.