Message-ID: <28223134.1075846786322.JavaMail.evans@thyme>
Date: Thu, 7 Dec 2000 05:25:00 -0800 (PST)
From: zimin.lu@enron.com
To: susan.scott@enron.com
Subject: Option on collar - explaination
Cc: stinson.gibner@enron.com
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Susan,

I tried to explain the pricing formula in non-technical format. 
Take a look the doc attached below, to see if this is good
enough for the lawyers.

Zimin





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