time-weighted average

См. также в других словарях:

• Time Weighted Average Price — TWAP is a trading acronym for Time Weighted Average Price. TWAP is the average price of contracts or shares over a specified time. TWAP is also sometimes used to describe a TWAP trading strategy, that is a strategy that will attempt to execute an …   Wikipedia

• Threshold Limit Value - Time Weighted Average — Saltar a navegación, búsqueda Threshold Limit Value Time Weighted Average (TLV TWA, Valor Límite Umbral Media Ponderada en el Tiempo). Valor límite ambiental publicado por la A.C.G.I.H. (American Conference of Governmental Industrial Hygienists); …   Wikipedia Español

• time weighted average spread — The average spread (calculated hourly) weighted by the length of time a spread applies. London Stock Exchange Glossary …   Financial and business terms

• weighted-average maturity — ( WAM) The average of the time remaining until the contractual maturity date for the loans in an MBS pool weighted by the size of each loan. Expressed in months. American Banker Glossary The weighted average maturity of an MBS is the weighted… …   Financial and business terms

• weighted-average coupon — ( WAC) The average interest rate charged to mortgage loan borrowers in an MBS pool weighted by the size of each loan. Individual loans in an MBS pool will not usually have the same rates of interest. For example, FNMA pools may have mortgages… …   Financial and business terms

• Weighted-Average Life — The Weighted Average Life (WAL) of an amortizing loan or amortizing bond, also called average life, [ [http://www.pimco.com/LeftNav/BondResources/Glossary/ PIMCO glossary] ] is the weighted average of the times of the principal repayments : it s… …   Wikipedia

• Weighted Average Loan Age - WALA — A dollar weighted average measuring the age of the individual loans in a mortgage pass through or pooled security, such as Ginnie Mae or a Freddie Mac security. The WALA is measured as the time in months since the origination of the loans, with… …   Investment dictionary

• Weighted Average Maturity - WAM — The weighted average of the time until all maturities on mortgages in a mortgage backed security (MBS). The higher the weighted average to maturity, the longer the mortgages in the security have until maturity. Also known as average effective… …   Investment dictionary

• Weighted Average Coupon - WAC — The weighted average gross interest rates of the pool of mortgages that underlie a mortgage backed security (MBS) at the time the securities were issued. A mortgage backed security s current WAC can differ from its original WAC as the underlying… …   Investment dictionary

• Weighted Average Life - WAL — The average number of years for which each dollar of unpaid principal on a loan or mortgage remains outstanding. Once calculated, WAL tells how many years it will take to pay half of the outstanding principal. The time weightings are based on the …   Investment dictionary

• Weighted — A mathematical process by which figures and/or components are adjusted to reflect importance by value or proportion. A weighted average, for example, takes into account the proportional relevance of each component, instead of measuring each… …   Investment dictionary