The difference in return on bonds that have different maturity dates. Usually (but not always), bonds with a longer maturity have a higher return.
Related information about maturity spread:
- Maturity Spread - Financial Dictionary - The Free Dictionary
The difference in returns between bonds of different time lengths. Maturity Spread . The difference in return between two bonds, one with a longer maturity than ...
- What is maturity spread? definition and meaning
Definition of maturity spread: The difference in return on bonds that have different maturity dates. Usually (but not always), bonds with a longer maturity have a ...
- Maturity spread
Similar financial terms. Term to maturity. The term to maturity of a bond, commonly referred to as maturity or term, is the number of years over which the issuer ...
- ANSWERS TO END OF CHAPTER QUESTIONS
maturity spread. The spread between Treasury securities and non-Treasury securities that are identical in all respects except for quality is referred to as a quality ...
- Maturity Spread Definition
Maturity Spread The yield difference or spread between any two bonds with different maturities.
- Aggregate Index Level Spread - Markit.com
Mar 1, 2012 ... Maturity Spread Calculation Example – TRX.II.AAA.1.Mar.12 ..................................... ................................................... 4. Aggregate Index Level ...
- Pricing of Constant Maturity Spread Options in the - Tampereen ...
Sep 3, 2008 ... Lauri Tamminen. Pricing of Constant Maturity Spread Options in the. Deterministic Libor Market Model Framework. Master of Science Thesis ...
- Glossary - LCDComps.com
Spread to maturity/spread to call. The spread to maturity adjusts the value of the spread over base rate for any nonpar price, over the life of the loan. The spread ...