Subject: FW: Weather triggered options pricing
From: [email-masked]
To: [email-masked]
Date: Tue, 3 Jul 2001 10:39:35 -0700 (PDT)

-----Original Message-----
From: 	Lu, Zimin  
Sent:	Tuesday, July 03, 2001 12:06 PM
To:	Kaminski, Vince J; Krishnarao, Pinnamaneni; Kohli, Sandeep; Tamarchenko, Tanya; Roberts, Mike A.
Cc:	Huang, Alex; Halliburton, Tom
Subject:	Weather triggered options pricing

Dear all,

We have developed analytical soulutions for weather-triggered commodity options.
We have also programmed those formulas into user-friendly Excel functions.

The original request came from the weather derivatives structuring desk, but the
model can be used in other situations --- generically it is a double trigger option deal.

See the documentation for more details.

Zimin