Question: Programming Assignment 29.1.16 Implement the algorithm in Fig. 29.12 for the cash flows of a four-tranche sequential CMO with a Z tranche. Assume that each

Programming Assignment 29.1.16 Implement the algorithm in Fig. 29.12 for the cash flows of a four-tranche sequential CMO with a Z tranche. Assume that each tranche carries the same coupon rate as the underlying pool’s mortgage rate. Figures 29.13 and 29.14 plot the cash flows and remaining principal balances of one such CMO.

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