Subject: Compound Option Model Validating
From: [email-masked]
To: [email-masked], [email-masked]
Cc: [email-masked], [email-masked]
Date: Mon, 20 Nov 2000 05:59:00 -0800 (PST)

Hi all,
I have made modifications on the model as requested.  It now handles different
volatility curves as well as 4 different hour blocks. 

Alex