Message-ID: <16594415.1075857946296.JavaMail.evans@thyme>
Date: Mon, 30 Apr 2001 09:43:00 -0700 (PDT)
From: zimin.lu@enron.com
To: lon.draper@enron.com, john.disturnal@enron.com
Subject: Ostrip model extension
Cc: larry.may@enron.com, stinson.gibner@enron.com, bob.lee@enron.com
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Lon,

I added sensitivity of the ostrip premium to the basis offset (output 10)
for the forward start options in OSTRIP2 model

I added forward vega (7) gas daily vega (8) and Charm (9) previously
for Larry May.


Please find the example spreadsheet and Exotica add-in.   (you need to
delink your Exotica addin and Browse to select the new addin).
After you test it, we can put into the release version.   Use the attached 
addin
as the temporary one.

Let me know your comments.

Zimin





