Message-ID: <17439501.1075841243107.JavaMail.evans@thyme>
Date: Thu, 10 Jan 2002 16:27:55 -0800 (PST)
From: norman.lee@enron.com
To: w..white@enron.com, casey.evans@enron.com, wayne.vinson@enron.com, 
	paul.lewis@enron.com, andrea.dahlke@enron.com, tim.carter@enron.com, 
	israel.estrada@enron.com, tom.chapman@enron.com, 
	kam.keiser@enron.com, kori.loibl@enron.com, 
	errol.mclaughlin@enron.com, frank.prejean@enron.com, 
	kathy.reeves@enron.com, jason.cooper@enron.com, albert.luc@enron.com, 
	john.postlethwaite@enron.com, fran.chang@enron.com, 
	heather.dunton@enron.com, samantha.law@enron.com
Subject: Power PortCalc STAGE Release 01/10/2002 Version 4.2.3s2
Cc: dave.nommensen@enron.com, zhiyun.yang@enron.com, norman.lee@enron.com
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Dear All,

	This Stage release is aiming to consolated the three different PortCalc executables that we currently use, and keep it simple for Estate support in the future.

Please test the Stage Release of PortCalc version 4.2.3s2 and let us know of the results.  

The executable is      /stage/egs-home/ermt/bin/pwrcalc_slr        

	New Features:

Version 4.2.3s2

Changes Affecting All:

	Index Forward :

PortCalc can now calculate Index Forward deals with Basis.


Performance improvement for 2D Option Sensitivities.


Implemented EAST and WEST Bankruptcy evaluation. ( Backport from ProdFix v4.2.2.1 12/10/2001 )


Version 4.2.3s1

Implemented 2D Option Sensitivities calculation. This allows scenario calculations with changes in two of the following simultaneously : Price, Volatility, Time and Interest Rate.


Please do not hesitate to ask if there is any questions.

	Thanks,


Norman.
x36976.