Subject: LJM Pricing
From: [email-masked]
To: [email-masked]
Cc: [email-masked]
Date: Mon, 14 Feb 2000 10:26:00 -0800 (PST)

Vince:
Here are the files for pricing the deal without and with Credit Risk:

1) Without Credit Risk:

2) With Credit Risk: (two factor model)

Talk to you tomorrow 1:00 PM.
Thanks.
Paulo Issler