Message-ID: <6853971.1075849642491.JavaMail.evans@thyme> Date: Thu, 5 Apr 2001 13:28:00 -0700 (PDT) From: dave.wei@enron.com To: john.griffith@enron.com, errol.mclaughlin@enron.com Subject: RE: Exchange skew Cc: jeremy.wong@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: jeremy.wong@enron.com X-From: Dave Wei X-To: John Griffith, Errol McLaughlin X-cc: Jeremy Wong X-bcc: X-Folder: \John_Griffith_Nov2001\Notes Folders\All documents X-Origin: GRIFFITH-J X-FileName: jgriffit.nsf John, The code is revised. Please compare 1098075 with 1098076(with exchange options vol skew added) Please call Jeremy for moving this change into produtions. I'll be off this Friday and next Monday. Thanks! Dave ext. 5-3853