Time to Maturity definition

Time to Maturity means the time period from trade date to expiry of the futures contract.
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Time to Maturity means the length of time between the Cash Market Settlement Day of the current day and the Cash Market Settlement Day of the day of final settlement price determination of the contract, expressed in years using the ACT/360 day count convention;
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Time to Maturity means the day count fraction from (but excluding) the relevant Interest Determination Date to (and including) the Maturity Date, based on the actual number of days comprised in such period divided by 365.
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Examples of Time to Maturity in a sentence

  • Time to Maturity: Vesting period and volatility of the underlying equity shares have been considered for estimation.

  • Time to Maturity: Time to Maturity / Expected Life of options is the period for which the Company expects the options to be live.

  • The domestic debt portfolio has an improved Average Time to Maturity (ATM) of 7.2 years compared to that of the 2016 portfolio of 5.5 years due to the re-profiling of the domestic debt stock.

  • Time to Maturity / Expected Life of the options is the period for which the Company expects the options to be live.

  • Time to Maturity - The investor shall input the time remaining to reach the maturity of the contract as agreed in the contract.

  • Time to Maturity has been estimated on a similar basis for the remaining vesting tranches.

  • Lessor shall also patch and paint the leased premises and the Lessee shall be responsible for 50% of the cost, which is estimated to be $1,200.00.

  • Fitch Counterparty Discount Factors Time to Maturity AAA AA A Less than 3 years 1.06 1.08 1.10 3-5 years 1.11 1.13 1.15 (b) If the Corporation is “out of the money” (i.e. has an outstanding liability from a swap transaction on a Valuation Date), the Corporation will count such liability as an outstanding liability from the total Eligible Portfolio Property in calculating the AMPS Basic Maintenance Amount.

  • We divide by time to maturity Time to Maturity For the over-the-counter data, all the factor models showed underpricing.

  • Purchasing Periods, Time to Maturity (1) The Convertible Bonds may be offered to the Allottees for subscription within the last fifteen business days of each calendar month.

Related to Time to Maturity

  • Weighted Average Life to Maturity means, when applied to any Indebtedness at any date, the number of years obtained by dividing: (a) the sum of the products obtained by multiplying (i) the amount of each then remaining installment, sinking fund, serial maturity or other required payments of principal, including payment at final maturity, in respect thereof, by (ii) the number of years (calculated to the nearest one-twelfth) that will elapse between such date and the making of such payment; by (b) the then outstanding principal amount of such Indebtedness.

  • Applicable Maturity means: (a) in relation to Screen Rate Determination, the period of time designated in the Reference Rate, and (b) in relation to ISDA Determination, the Designated Maturity.

  • Yield to Maturity means the yield to maturity on a series of securities, calculated at the time of issuance of such series, or, if applicable, at the most recent redetermination of interest on such series, and calculated in accordance with accepted financial practice.

  • Average Life to Stated Maturity means, as of the date of determination with respect to any Indebtedness, the quotient obtained by dividing (i) the sum of the products of (a) the number of years from the date of determination to the date or dates of each successive scheduled principal payment of such Indebtedness multiplied by (b) the amount of each such principal payment by (ii) the sum of all such principal payments.

  • Maximum Maturity means an obligation that has a remaining maturity of not greater than the period specified in the Standard (or if no such period is specified, thirty years);

  • Final Maturity has the meaning specified in Section 308.

  • Applicable Maturity Date has the meaning assigned to such term in Section 2.25(a).

  • Loan Maturity Date means the date on which the entire unpaid balance of the Loan, including principal and interest, is due and payable.

  • Term Loan B Maturity Date means the earliest of (a) May 24, 2014, or (b) such earlier date upon which the Outstanding Amounts under the Term Loan Facility, including all accrued and unpaid interest, are required to be paid in full in accordance with the terms hereof.

  • Term A Loan Maturity Date means July 18, 2024 or, if such date is not a Business Day, the immediately preceding Business Day.

  • Term Loan Maturity Date means the Initial Maturity Date, or, if such date has been extended pursuant to Section 2.15, such later date to which the Term Loan Maturity Date has been extended pursuant to Section 2.15.

  • Term Maturity Date means (a) in the case of the Initial Term Loans, February 4, 2028 and (b) in the case of any Incremental Term Facility or any Other Term Loan, the date set forth in the applicable documentation in respect thereof.

  • Extended Maturity Date shall have the meaning set forth in Section 2.5(c) hereof.

  • Term Loan A Maturity Date means the earliest of (a) May 24, 2012, or (b) such earlier date upon which the Outstanding Amounts under the Term Loan Facility, including all accrued and unpaid interest, are required to be paid in full in accordance with the terms hereof.

  • Maturity when used with respect to any Security, means the date on which the principal of such Security or an installment of principal becomes due and payable as therein or herein provided, whether at the Stated Maturity or by declaration of acceleration, call for redemption or otherwise.

  • Latest Possible Maturity Date The Distribution Date following the third anniversary of the scheduled maturity date of the Mortgage Loan having the latest scheduled maturity date as of the Cut-off Date.

  • Tranche B Maturity Date means May 8, 2009, or, if such day is not a Business Day, the next preceding Business Day.

  • L/C Maturity Date means the date that is five Business Days prior to the Revolving Credit Maturity Date.

  • Term B Loan Maturity Date means December 7, 2023.

  • Scheduled Maturity Date means June 30, 2032.

  • Revolver Maturity Date means September 21, 2023, or, as to any Revolving Credit Lender for which the Revolver Maturity Date is extended pursuant to Section 2.17, the date to which the Revolver Maturity Date is so extended or, if such day is not a Business Day, the next preceding Business Day.

  • Class B Maturity Date means [ ] (or, if such day is not a Business Day, the next succeeding Business Day thereafter).

  • Facility Maturity Date means the earliest to occur of (i) the Stated Maturity Date, (ii) the date of the declaration, or automatic occurrence, of the Facility Maturity Date pursuant to Section 7.01, (iii) the Collection Date and (iv) the occurrence of the termination of this Agreement pursuant to Section 2.18(b) hereof.

  • Constant Maturity Swap Rate means: (1) the rate for U.S. dollar swaps with the designated maturity specified in the applicable pricing supplement, expressed as a percentage, which appears on the Reuters Screen (or any successor service) ISDAFIX1 Page as of 11:00 A.M., New York City time, on the particular Interest Determination Date; or (2) if the rate referred to in clause (1) does not appear on the Reuters Screen (or any successor service) ISDAFIX1 Page by 2:00 P.M., New York City time, on such Interest Determination Date, a percentage determined on the basis of the mid-market semiannual swap rate quotations provided by the reference banks (as defined below) as of approximately 11:00 A.M., New York City time, on such Interest Determination Date, and, for this purpose, the semi-annual swap rate means the mean of the bid and offered rates for the semi-annual fixed leg, calculated on a 30/360 day count basis, of a fixed-for-floating U.S. dollar interest rate swap transaction with a term equal to the designated maturity

  • Final Maturity Date means the latest of the Revolving Maturity Date, the Term Loan Maturity Date and any Incremental Term Loan Maturity Date applicable to existing Incremental Term Loans, as of any date of determination.

  • Latest Maturity Date means, at any date of determination, the latest maturity or expiration date applicable to any Loan or Commitment hereunder at such time, including the latest maturity or expiration date of any Other Term Loan, any Other Term Commitment, any Other Revolving Loan or any Other Revolving Commitment, in each case as extended in accordance with this Agreement from time to time.