8b). In the former case (y-principal plane), the mirror symmetry, demonstrated in Fig. 5.8a, makes that the lowest nonvanishing aberrations are the usual third-order aberrations. In fact, we find the magnitude of the aberrations in the y-principal plane of the folded resonator to be of the same order for the folded resonator as for a regular two-mirror resonator. However, this symmetry is absent in the xz-principal plane. Fig. 5.8b shows how the folding mirror can be represented in corresponding lens guide by alternating forward- and backward-tilted lenses. The aberrations in the xz-principal plane are therefore potentially much stronger as they also contain second-order terms [60, 61].
8b). As a Percentage of Class A Outstanding Dollar Principal Amount ...................................................... % 8c. Maximum enhancement amount available to ..................... $ Outstanding Class A Notes from Class C Notes ................ $ 8d. As a Percentage of Class A Outstanding Dollar Principal Amount ...................................................... % 8e. Maximum enhancement amount available to ..................... $ Outstanding Class B Notes from Class C Notes ................ $ 8f. As a Percentage of Class B Outstanding Dollar Principal Amount ...................................................... % 9a. Reduction in the Class A Nominal Liquidation Amount resulting from an allocation of Investor Charge-Offs . $ 9b. Reduction in the Class B Nominal Liquidation Amount resulting from an allocation of Investor Charge-Offs or a reallocation of Principal Collections to pay interest on Class A Notes ............................................... $ 9c. Reduction in the Class C Nominal Liquidation Amount resulting from an allocation of Investor Charge-Offs or a reallocation of Principal Collections to pay interest on Class A or Class B Notes .................................... $ 10a. Reimbursement of Class A Nominal Liquidation Amount .........
8b). At this point, I have obtained what is necessary to derive the term structure of the hypothetical futures using two different methods. The hypothetical futures valuation model is given by: T ,t t t ln (FH ) = e− HT H + H + AS (T ) 2 AS (T ) = H + * T − (1− e− HT ) H + 1 (1− e−2 HT ) H + 2 T + 2 (1− e− HT ) H H H H T H H 2 2 H H H * where H = H − H . t In summary, given S E , t SH , and futures prices for the existing contract, I can derive the term structure of the hypothetical futures. I can use equation (3.3.10) to generate hypothetical futures prices with different maturities.
