Generate cash flows for sequential collateralized mortgage obligation (CMO)
[balances, principals, interests] =
cmoseqcf(PrincipalPayments,
TranchePrincipals, TrancheCoupons)
[balances, principals, interests] =
cmoseqcf(PrincipalPayments,
TranchePrincipals, TrancheCoupons, HasZ)
[balances, principals, interests] =
generates cash flows
for a sequential CMO without a Zbond, given the underlying mortgage
pool payments.
cmoseqcf(PrincipalPayments,
TranchePrincipals, TrancheCoupons)
[balances, principals, interests] =
generates cash
flows for a sequential CMO with a Zbond, given the underlying mortgage
pool payments.
cmoseqcf(PrincipalPayments,
TranchePrincipals, TrancheCoupons, HasZ)

Matrix of size 

Matrix of size 

Matrix of size 

(Optional) Boolean ( Default: 

Matrix of size 

Matrix of size 

Matrix of size 
Hayre, Lakhbir, ed. Salomon Smith Barney Guide to MortgageBacked and AssetBacked Securities. John Wiley and Sons, New York, 2001.
Lyuu, YuhDah. Financial Engineering and Computation. Cambridge University Press, 2004.