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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Weighted-average life ： ウィキペディア英語版 Weighted-average life In finance, the weighted-average life (WAL) of an amortizing loan or amortizing bond, also called average life,〔(PIMCO glossary )〕〔(Bloomberg Glossary )〕 is the weighted average of the times of the ''principal repayments'': it's the average time until a dollar of principal is repaid. In a formula, :$\backslash text\; =\; \backslash sum\_^n\; \backslash frac\; t\_i,$ where: * $P$ is the (total) principal, * $P\_i$ is the principal repayment that is included in payment $i$, hence * $\backslash frac$ is the fraction of the total principal that is included in payment $i$, and * $t\_i$ is the time (in years) from the calculation date to payment $i$. If desired, $t\_i$ can be expanded as $\backslash frac(i+\backslash alpha-1)$ for a monthly bond, where $\backslash alpha$ is the fraction of a month between settlement date and first cash flow date. ==WAL of classes of loans== In loans that allow prepayment, the WAL cannot be computed from the amortization schedule alone; one must also make assumptions about the prepayment and default behavior, and the quoted WAL will be an estimate. The WAL is usually computed from a single cash-flow sequence. Occasionally, a simulated average life may be computed from multiple cash-flow scenarios, such as those from an option-adjusted spread model. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Weighted-average life」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.