Message-ID: <5171136.1075840577343.JavaMail.evans@thyme> Date: Tue, 15 May 2001 15:45:06 -0700 (PDT) From: shouan.tang@enron.com To: john.griffith@enron.com Subject: RE: Asian model - calendar days Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Tang, Shouan X-To: Griffith, John X-cc: X-bcc: X-Folder: \ExMerge - Griffith, John\Deleted Items X-Origin: GRIFFITH-J X-FileName: john griffith 6-25-02.PST John, Can you be my reviewer for the Performace Evaluation Process. I worked on adding Asian model (calendar days) into PortCalc. I know you are very busy. But I'll have to have several reviewers from users we support... I'd appreciate it very much. Thanks a lot. Best regards, Shouan -----Original Message----- From: Griffith, John Sent: Monday, April 30, 2001 1:50 PM To: Tang, Shouan Subject: Re: Asian model - calendar days The post id is 1119231. Please let me know what the value is currently and then what the value is with the change. Will these values be based on last nights prices, volatilities, skew ...? Thanks and let me know if you have any questions. John Griffith x. 36247