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Build the monthly cash flow schedule (in Excel) for an agency mortgage pass thru security with the following information. Attach the Excel file to this
- Build the monthly cash flow schedule (in Excel) for an agency mortgage pass thru security with the following information. Attach the Excel file to this assignment.
Principal = $750,000,000
Pass thru rate = 6.80%
WAC = 7.80%
WAM = 335
PSA = 200
Build the monthly cash flow schedule (in Excel) for the above agency mortgage pass thru security if it was stripped into 4 tranches as outlined below.
Tranche Principal Coupon Rate
A $325M 6.80%
B $110M 6.80%
C $50M 6.80%
D $265M 6.80%
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