Message-ID: <9522387.1075856471035.JavaMail.evans@thyme> Date: Tue, 21 Nov 2000 00:06:00 -0800 (PST) From: vince.kaminski@enron.com To: patrick.markey@enron.com Subject: Re: Enron Exotica Options Library Cc: vince.kaminski@enron.com, zimin.lu@enron.com Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit Bcc: vince.kaminski@enron.com, zimin.lu@enron.com X-From: Vince J Kaminski X-To: Patrick Markey X-cc: Vince J Kaminski, Zimin Lu X-bcc: X-Folder: \Vincent_Kaminski_Jun2001_3\Notes Folders\Sent X-Origin: Kaminski-V X-FileName: vkamins.nsf Patrick, Please, contact Zimin Lu, 713 853 6388. Vince Patrick Markey 11/21/2000 05:15 AM To: Vince J Kaminski/HOU/ECT@ECT cc: Patrick Markey/HOU/ECT@ECT Subject: Enron Exotica Options Library Vince, I am trying to price a crack spread option utilizing either of the following models in the Exotica Library: 1. Spread Options by 1-D integration - SPRDOPT 2. Spread Options on Asian Spreads - ASNSPRD How do I get access to these options models? Who can I visit with in the Houston group if I have any questions regarding the models. Your help would be greatly appreciated. I am located in Singapore, so I would probably be visiting with the Houston personnel via e-mail. Thanks, Pat Markey P.S. - I have access to the O:\research\exotica\xll\xll_templates\ directory; however, there are no macros associated with the programs that I can find. Also, I don't have access to the M: drive. Please let me know where to find these options models.