Message-ID: <24602446.1075858445300.JavaMail.evans@thyme> Date: Wed, 6 Jun 2001 15:43:01 -0700 (PDT) From: lu@enron.com To: j.kaminski@enron.com Subject: P Plus Pricing Model Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Transfer-Encoding: 7bit X-From: Lu, Zimin X-To: Kaminski, Vince J X-cc: X-bcc: X-Folder: \Vince_Kaminski_Jun2001_10\Deleted Items X-Origin: Kaminski-V X-FileName: vkamins.pst Vince, Here is the pricing model and documentation for the P Plus project from Stinson. Zimin -----Original Message----- From: Gibner, Stinson Sent: Wednesday, June 06, 2001 5:34 PM To: Lu, Zimin; Kaminski, Vince J Subject: This is an early draft document and should be revised, but does explain the spread option structure. --Stinson