Message-ID: <23724415.1075849660913.JavaMail.evans@thyme> Date: Thu, 29 Mar 2001 06:26:00 -0800 (PST) From: dave.wei@enron.com To: dutch.quigley@enron.com, jeremy.wong@enron.com Subject: RE: Skew Inputs Cc: john.griffith@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: john.griffith@enron.com X-From: Dave Wei X-To: Dutch Quigley, Jeremy Wong X-cc: John Griffith X-bcc: X-Folder: \John_Griffith_Nov2001\Notes Folders\Discussion threads X-Origin: GRIFFITH-J X-FileName: jgriffit.nsf John, I now switched the sign of moneyness as you said, and coded it as Strike - MidPrice. Calls see 1086678(with skew) and puts see 1086682(with skew), The ones without skew are the same as yesterday. Dave -----Original Message----- From: Quigley, Dutch Sent: Thursday, March 29, 2001 12:47 PM To: Wei, Dave; Jeremy Wong/HOU/ECT@ENRON Cc: Griffith, John Subject: Skew Inputs Dave, Can you send me the inputs to these deals: NZ3181.2 Q47451.2 NR3966.2 NY3210.1 Q18541.3 I would like to see the inputs to the system for the calculation of these deals to verify the skew number and the other deal components. If you have any questions please call me. Dutch 3-9257