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Topics referred to by the same term
Constant maturity refers to have a fixed (constant) maturity. It may refer to: Constant maturity credit default swap Constant maturity mortgage Constant
Constant_maturity
Type of swap in finance
A constant maturity swap (CMS) is a swap that allows the purchaser to fix the duration of received flows on a swap. The floating leg of an interest rate
Constant_maturity_swap
Relationships among bond yields of different maturities
A yield curve shows the relationship between yields and time to maturity for a set of comparable debt securities. In practice the term usually refers to
Yield_curve
Benchmark for mortgage-backed securities
In the United States secondary mortgage market, the Constant Maturity Mortgage (CMM) rate is a financial index representing the theoretical yield of a
Constant_Maturity_Mortgage
A constant maturity credit default swap (CMCDS) is a type of credit derivative product, similar to a standard credit default swap (CDS). Addressing CMCDS
Constant maturity credit default swap
Constant_maturity_credit_default_swap
maturity, so as to maintain a position with constant maturity. One may roll a contract because one has a special preference for a specific maturity—for
Rolling_(finance)
Linear interest rate derivative involving exchange of interest rates between two parties
efficiency of market-making in a drive to efficiency and consistency. Constant maturity swap Equity swap Eurodollar FTSE MTIRS Index Inflation derivative
Interest_rate_swap
Topics referred to by the same term
theory Cybersecurity maturity model, a type of maturity model C--, also pronounced Cmm, a programming language Constant Maturity Mortgage, a benchmark
CMM
Defunct American hedge fund
the future, and make a defined redemption payment at maturity. Since bonds of similar maturities and the same credit quality are close substitutes for
Long-Term_Capital_Management
Mortgage loan with an interest rate that changes based on credit markets
mortgages. Among the most common indices are the rates on 1-year constant-maturity Treasury (CMT) securities, the cost of funds index (COFI), and the
Adjustable-rate_mortgage
Phenomenon when shorter term bonds yield higher interest rates than longer term bonds
Jones. Retrieved 28 May 2023. "10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity". Federal Reserve Economic Data. Cox, Jeff (2019-10-08)
Inverted_yield_curve
Difference between estimated transaction costs and the amount actually paid
Vanna–Volga Swaps Amortising Asset Basis Commodity Conditional variance Constant maturity Correlation Credit default Currency Dividend Equity Forex Forward
Slippage_(finance)
Financial model of interest rates
floors, target redemption notes, autocaps, zero coupon swaptions, constant maturity swaps and spread options, among many others. The quantities that are
LIBOR_market_model
Benchmark interest rate used to price loans and financial contracts
independence. Another example is that of swap reference rates for constant maturity swaps. The ISDAfix rates used are calculated daily for an independent
Reference_rate
Type of asset-backed security
mortgage securitization industry. A notes Bank of America Home Loans Constant Maturity Mortgage Covered_bond Dollar roll Lewis Ranieri, the father of MBSs
Mortgage-backed_security
Type of debt security issued by an underwriting bank or special-purpose entity
Bloomberg Constant Maturity Commodity Index (CMCI) addresses the issues of contango and backwardation by introducing the concept of constant maturity, which
Exchange-traded_note
Bond issued by a corporation
it in the future under specific terms. Corporate debt instruments with maturity shorter than one year are referred to as commercial paper. A corporate
Corporate_bond
Concept in mathematical finance
it is not any more under the payment currency risk neutral measure Constant maturity swap (CMS) instruments (swaps, caps/floors) Option-adjusted spread
Convexity_(finance)
Topics referred to by the same term
dictionary. CMS may refer to: Collateral management system, in banking Constant maturity swap, in finance and investing CMS Cameron McKenna Nabarro Olswang
CMS
Business cycle contraction
recession signal". Reuters. "10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity". Federal Reserve Economic Data. Federal Reserve
Recession
Market trading strategy
Constant proportion portfolio investment (CPPI) is a trading strategy that allows an investor to maintain an exposure to the upside potential of a risky
Constant proportion portfolio insurance
Constant_proportion_portfolio_insurance
Option pricing model
a generalisation of the Black–Scholes model, where the volatility is a constant (i.e. a trivial function of S t {\displaystyle S_{t}} and t {\displaystyle
Local_volatility
Financial mathematical measure
out-of-the-money put and call options on the S&P 500 Index, producing a constant-maturity, 30-day measure of annualised implied volatility. There are also other
Implied_volatility
Mathematician
Brigo was also among the first to publish a method for valuation of constant maturity credit default swaps, a form of credit default swaps where the premium
Damiano_Brigo
Model of future interest rates
or other derivatives in a multi-currency context such as Quanto Constant Maturity Swaps, as explained for example in Brigo and Mercurio (2001). The
Hull–White_model
Total amount of debt owed to lenders by a government/state
available, face value (the undiscounted amount of principal to be repaid at maturity) is used. A country's general government debt-to-GDP ratio is an indicator
Government_debt
Financial derivative whose payments are based on interest rate(s)
non-linear IRDs are; swaptions, interest rate caps and floors and constant maturity swaps (CMSs). These products' PVs are reliant upon volatility so their
Interest_rate_derivative
Arbitrage strategy
Vanna–Volga Swaps Amortising Asset Basis Commodity Conditional variance Constant maturity Correlation Credit default Currency Dividend Equity Forex Forward
Basis_trading
Stochastic volatility model used in derivatives markets
<1} : d W t d Z t = ρ d t {\displaystyle dW_{t}\,dZ_{t}=\rho \,dt} The constant parameters β , α {\displaystyle \beta ,\;\alpha } satisfy the conditions
SABR_volatility_model
Global inflation following the COVID-19 pandemic
recession signal". Reuters. "10-Year Treasury Constant Maturity Minus 2-Year Treasury Constant Maturity". Federal Reserve Economic Data. Subramanian,
2021–2023_inflation_surge
Financial contract that transfers the credit risk of a borrower between parties
the following products: Credit default swap (CDS) Total return swap Constant maturity credit default swap (CMCDS) First to Default Credit Default Swap Portfolio
Credit_derivative
Treasury basis trading: bond and futures arbitrage strategy
have a different basis, reflecting changes in interest rates, time to maturity, and liquidity conditions. Treasury basis trading is typically executed
Treasury_basis_trade
Interest rate taking inflation into account
Federal Reserve (2012) "5-Year Treasury Inflation-Indexed Security, Constant Maturity" FRED Economic Data chart from government debt auctions (the x-axis
Real_interest_rate
Type of interest rate derivative
floors in those models. Caps based on an underlying rate (like a Constant Maturity Swap Rate) cannot be valued using simple techniques described above
Interest_rate_cap_and_floor
ensure that the indices represent periods out of spot and remains at constant maturity. Composite market maker prices are used to calculate the FTSE MTIRS
FTSE_MTIRS_Index
Hypothetical interest rate on a risk-free investment
in a particular currency, market participants often choose the yield to maturity on a risk-free bond issued by a government of the same currency whose risks
Risk-free_rate
Weekly publication of US market interest rates
rate, Treasury bills, and nominal and inflation-indexed Treasury constant-maturity yields. "About the Release: Federal Reserve Statistical Release H
Federal Reserve Statistical Release H.15
Federal_Reserve_Statistical_Release_H.15
Financial swap agreement in case of default
underlying reference obligations (bonds). Bucket shop (stock market) Constant maturity credit default swap Credit default option Credit default swap index
Credit_default_swap
Exchange of derivatives or other financial instruments
(or historical) volatility against current implied volatility. A constant maturity swap (CMS) is a swap that allows the purchaser to fix the duration
Swap_(finance)
Instrument of indebtedness
consists of repaying the principal (the amount borrowed) of the bond at the maturity date, as well as interest (called the coupon) over a specified amount of
Bond_(finance)
Form of funded credit derivative
enhanced yield, or higher coupons compared to a vanilla bond with a similar maturity. The note's cash flows are contingent upon the absence of a credit event
Credit-linked_note
Statistical distribution for dependence between random variables
Analyzing and pricing spread options, in particular in fixed income constant maturity swap spread options Analyzing and pricing volatility smile/skew of
Copula_(statistics)
Weighted average of commodity prices
Commodity Index SummerHaven Dynamic Commodity Index UBS Bloomberg Constant Maturity Commodity Index (CMCI) World Bank Commodity Price Index Commin Commodity
Commodity_price_index
Member Bank of Federal Reserve
population, consumer price indexes, monetary aggregates and Treasury constant maturity. FRED and the other free online data services—ALFRED, CASSIDI and
Federal Reserve Bank of St. Louis
Federal_Reserve_Bank_of_St._Louis
Capital budgeting analysis term
American options. Note that this application of Black–Scholes assumes constant — i.e. deterministic — costs: in cases where the project's costs, like
Real_options_valuation
the economic exposure while avoiding the operational difficulties. Constant Maturity Mortgage Lemke, Lins and Picard, Mortgage-Backed Securities, §5:5
Dollar_roll
Federal Reserve (2012) "5-Year Treasury Inflation-Indexed Security, Constant Maturity" FRED Economic Data chart from government debt auctions (the x-axis
Financial position of the United States
Financial_position_of_the_United_States
Federal Reserve (2012) "5-Year Treasury Inflation-Indexed Security, Constant Maturity" FRED Economic Data chart from government debt auctions (the x-axis
2011 United States debt-ceiling crisis
2011_United_States_debt-ceiling_crisis
Overview of finance and finance-related topics
instruments Range accrual Swaps/Notes/Bonds In-arrears Swap Constant maturity swap (CMS) or Constant Treasury Swap (CTS) derivatives (swaps, caps, floors) Interest
Outline_of_finance
Organisms with a fixed number of somatic cells when they reach maturity
a fixed number of somatic cells when they reach maturity, the exact number being relatively constant for any one species. This phenomenon is also referred
Eutely
Measure of a fixed-income instrument's sensitivity to interest rates
vary by maturity, Fisher–Weil duration discounts each payment at its own spot rate; Key rate duration isolates sensitivity at selected maturities; and effective
Duration_(finance)
Systems thinking heuristic
is "no point in claiming that the purpose of a system is to do what it constantly fails to do". It is used in systems theory, and is generally invoked to
The purpose of a system is what it does
The_purpose_of_a_system_is_what_it_does
Inter-moult developmental stage of ecdysozoans
as arthropods, which occurs between each moult (ecdysis) until sexual maturity is reached. Arthropods must shed the exoskeleton in order to grow or assume
Instar
Capitalization rate for debt; ratio of annual debt service to mortgage principal
mortgages (ARMs), where the constant changes as the rate adjusts Balloon loans, where a large principal payment is due at maturity before full amortization
Mortgage_constant
Mathematical model of financial markets
the strike at maturity. Its value is given by: C=e−r(T−t)N(d2). This pays out one unit of cash if the spot is below the strike at maturity. Its value is
Black–Scholes_model
Irish actress (born 1998)
character – "dislikable, vulnerable, grief-stricken, a case of forced maturity and arrested development [all] at the same time". Dónal Lynch in the Irish
Ella_Lily_Hyland
Mathematical marketing model
describes all four stages of the product lifecycle (Introduction, Growth, Maturity, Decline), The Bass model focuses on the first two (Introduction and Growth)
Bass_diffusion_model
Permanent life insurance with fixed premiums and guaranteed cash-value accumulation
entire lifetime, provided required premiums are paid, or until the policy maturity date. As a life insurance policy, it represents a contract between the
Whole_life_insurance
paramedicine, a great deal of both curriculum and skill set was in a state of constant flux. Permissible skills evolved in many cases at the local level, and
Paramedics in the United States
Paramedics_in_the_United_States
Estimating approximate age of death
"somatic" maturity, in favour of referring to specimens' "skeletal" maturity. A common indicator of skeletal maturity and somatic maturity in dinosaurs
Age determination in dinosaurs
Age_determination_in_dinosaurs
Theory of aging
the probability increases to its maximum in young adulthood once sexual maturity has been reached, before gradually decreasing with age. This decrease is
Mutation_accumulation_theory
1998 verse novel by Anne Carson
and flies into the legend's volcano, marking the moment he reaches adult maturity and accepts characteristics making him unique. This chapter's name references
Autobiography_of_Red
family size. Starting in 1600, a third phase that Le Roy Ladurie called "maturity" began. In the 17th century, the productivity of the land in Languedoc
The_Peasants_of_Languedoc
2026 studio album by Olivia Rodrigo
confessional songwriting and vulnerability and deemed it a significant step-up in maturity compared to her previous works. It charted at number one in over 20 countries
You Seem Pretty Sad for a Girl So in Love
You_Seem_Pretty_Sad_for_a_Girl_So_in_Love
Form of diabetes mellitus
These include maturity onset diabetes of the young (MODY), Donohue syndrome, and Rabson–Mendenhall syndrome, among others. Maturity onset diabetes of
Type_2_diabetes
Saving scheme by the Government of India
withdrawal at the age of 18 for higher education purposes. The account reaches maturity after time period of 21 years from date of opening it. Deposits in the
Sukanya_Samriddhi_Account
Accounting financial summary
order of liquidity – "current" items with a maturity of less than one year, and "long-term" items with a maturity greater than one year. The difference between
Balance_sheet
Italian composer (1711–1778)
alternate freely between polyphonic and chordal writing; the harmony is constantly elaborate; chromaticism is freely used. It is however a style that strongly
Davide_Perez
International cybersecurity standard
standards describe different maturity levels for processes through so-called "maturity levels". To fulfill a certain level of a maturity level, all process-related
IEC_62443
Bonds issued by the UK government
ISBN 9780262046275. At the maturity date, the bond's value is equal to its par or maturity value. So, as a bond's maturity approaches, the price of a
Gilt-edged_securities
1849–1850 novel by Charles Dickens
David Copperfield, detailing his adventures in his journey from infancy to maturity. As such, it is typically categorized in the bildungsroman genre. It was
David_Copperfield
Argentine union leader (1930–1975)
described as anti-imperialist, anti-capitalist, and anti-bureaucratic. He constantly fought against bureaucracy in the union. One of his most famous enemies
Agustín_Tosco
Highly liquid, short-term assets
An investment normally counts as a cash equivalent when it has a short maturity period of 90 days or less, and can be included in the cash and cash equivalents
Cash_and_cash_equivalents
Implied volatility patterns that arise in pricing financial options
describes how (implied) volatility differs for related options with different maturities. An implied volatility surface is a 3-D plot that plots volatility smile
Volatility_smile
British racing driver (born 1985)
his move to Mercedes, Hamilton was credited with demonstrating greater maturity, while maintaining his ruthlessness and aggression. The official Formula
Lewis_Hamilton
Bonds that have a variable coupon
spread (also known as quoted margin). The spread is a rate that remains constant. Almost all FRNs have quarterly coupons, i.e. they pay out interest every
Floating_rate_note
American novelist (1906–1977)
slightly dull-minded. Ford is actually very intelligent and fighting a nearly-constant urge to act violently; Ford describes his urge as the sickness (always
Jim_Thompson_(writer)
Situation when futures prices are above the expected spot price at maturity
the expectation is for the spot price to rise to the futures price at maturity, or the near-dated futures price to rise to the far-dated futures price
Contango
Catalan philologist, novelist and screenwriter
certain way, the reflection on the value of artistic creation, which will be constant subjects of his work from this point forward. In 1980 he published a work
Jaume_Cabré
Novel by Chaim Potok
follows Asher's maturity as both an artist and a Jew. Potok asserted that the conflict between tradition and individualism is constant and that the tension
My_Name_Is_Asher_Lev
Italian writer (1891–1985)
Manzoni for their mixture of factuality and invention, though Bacchelli was constantly reshaping his style, bringing together popular, literary, and erudite
Riccardo_Bacchelli
Hungarian-born French architect (1923–2020)
time – the principles of an architecture capable of understanding the constant changes that characterize the "social mobility" and based on "infrastructure"
Yona_Friedman
Spanish composer and clarinetist
infantiles (piano). 1960: Píccolo Concerto (violin and string ensemble); Constantes (voice, 3 clarinets and percussion). 1961: Superficie número 1 (chamber
Carmelo_Bernaola
Technique to study materials that have unpaired electrons
chemical shift), anisotropy (asymmetry), hyperfine coupling constants (analogous to coupling constant J), and relaxation times. EPR was first observed in Kazan
Electron paramagnetic resonance
Electron_paramagnetic_resonance
Species of salamander
mexicanum) is a species of mole salamander. It is neotenic, reaching sexual maturity without undergoing metamorphosis, and the adults remain fully aquatic with
Axolotl
Canadian-American painter (1873–1939)
France in 1893 and studied at the Académie Julian with Jean-Joseph Benjamin-Constant and Jean-Paul Laurens. He practiced plein air painting in southern France
Ernest_Lawson
Development or strengthening of cyclonic circulation in the atmosphere
mass of local atmospheric columns of air, which lower surface pressure. Maturity is after the time of occlusion when the storm has completed strengthening
Cyclogenesis
Type of investment
interest at a fixed rate once a year and repay the principal amount on maturity. Fixed-income securities (more commonly known as bonds) can be contrasted
Fixed_income
Form of human sexual intercourse
reason why men are faster in achieving orgasm is that the glans penis is constantly enveloped by the vagina; it is continuously stimulated, making it likely
Penile–vaginal_intercourse
Species of amphibian
into the ground and remain there until the next breeding season. Sexual maturity in the Mexican burrowing toad is determined by examining testes size in
Mexican_burrowing_toad
Ovulation cycle occurring in most female mammalian therians
females of mammalian subclass Theria. Estrous cycles start after sexual maturity in females and are interrupted by anestrous phases, otherwise known as
Estrous_cycle
Philosophy of individual rights and liberty
would preclude totalitarian control by the state. The development into maturity of modern classical in contrast to ancient liberalism took place before
Liberalism
Symbols for constants, special functions
engineering, and other areas where mathematical notation is used as symbols for constants, special functions, and also conventionally for variables representing
Greek letters used in mathematics, science, and engineering
Greek_letters_used_in_mathematics,_science,_and_engineering
finish of a wine will lengthen. Eventually the wine will reach a point of maturity, when it is said to be at its "peak". This is the point when the wine has
Aging_of_wine
"enters", this specific structured product he is guaranteed to get back at maturity a part or the totality of the money he invested on day one. Examples of
Capital_guarantee
Method for estimating a call option value
value of two European call options: (1) A European call with the same maturity as the American call being valued, but with the stock price reduced by
Black's_approximation
have to hide that. Natalie is surprised at, but later approves of Lydia's maturity. In Season 3B, Natalie takes the position of biology teacher at the high
List of Teen Wolf (2011 TV series) secondary characters
List_of_Teen_Wolf_(2011_TV_series)_secondary_characters
Concept in sociology
light, with the most famous people, or being in the media most often. Such constant exposure is a way of gaining more product followers. Marketers can often
Popularity
Painting by Pierre-Auguste Renoir
and eating galettes into the evening. Like other works of Renoir's early maturity, Bal du moulin de la Galette is a typically Impressionist snapshot of real
Bal_du_moulin_de_la_Galette
Colonial Brazilian sculptor and architect (c.1738–1814)
his time in bed, one side of his body was covered with sores, and he constantly begged that Christ came to give him death and deliver him from his life
Aleijadinho
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CONSTANT MATURITY
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