Subject: RE: Skew Inputs
From: [email-masked]
To: [email-masked], [email-masked]
Cc: [email-masked]
Date: Thu, 29 Mar 2001 06:26:00 -0800 (PST)

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