Subject: Transport Model Changes
From: [email-masked]
To: [email-masked], [email-masked], [email-masked], [email-masked], [email-masked], [email-masked]
Cc: [email-masked], [email-masked], [email-masked], [email-masked], [email-masked], [email-masked]
Date: Wed, 3 Jan 2001 02:54:00 -0800 (PST)

On 12/21 Colleen sent out an email with a file showing $ changes to each 
transport leg (and possibly changes to delta, gamma, vega and rho).  This 
change is due to an error in the formula for blending volatilities and 
correlation.  Please plan to attend a meeting on 1/4/01 at 12:00 to discuss 
these changes.  I will have an updated version of the impact of these changes 
based on tonites close.   Please call at x.36247 if you cannot attend.  
Thanks.

John