Weighted Average Time To Receipt Of Cashflows

From Open Risk Manual

Definition

Weighted Average Time To Receipt Of Cashflows. The weighted average time to the receipt of cashflows for an instrument.


Issues and Challenges

A formal definition is needed for this. The name is almost self defining, but only to those who already know what this means. In particular we should define how the weighted average is weighted, and what this means, along with a formula for calculating this at the most generic level (cashflow, time, without assumptions about particular types of instrument).

Disclaimer

This entry annotates a FIBO Ontology Class. FIBO is a trademark and the FIBO Ontology is copyright of the EDM Council, released under the MIT Open Source License. There is no guarantee that the content of this page will remain aligned with, or correctly interprets, the concepts covered by the FIBO ontology.