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求助：关于fixed income的principal paydown window
老师：
对MBS有个principal pay down window的概念，the time period between the first and last principal payments on a CMO tranche（notes第四本206页），这个与average life的概念是不是等同的呢？因为average life的定义是the weighted averge time until both scheduled principal payments and expected prepayments are received。我觉得这俩概念是不是一个意思？ |
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发表于 2013-9-25 15:25
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