Weighted average Coupon


Also found in: Acronyms.

Weighted average Coupon

The weighted average of the gross interest rates of mortgages underlying a pool as of the pool issue date; the balance of each mortgage is used as the weighting factor.
References in periodicals archive ?
The average outstanding principal balance is $73,764, the weighted average coupon is 13.
In addition, to address the revolving feature of this transaction Fitch stressed the portfolio to certain worst case parameters including WARF, weighted average spread, weighted average coupon and weighted average life.
In addition, to address the revolving feature of this transaction, Fitch stressed the portfolio to certain worst case parameters, including WARF, weighted average spread, weighted average coupon, and weighted average life.

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