Enron Mail

From:dave.wei@enron.com
To:dutch.quigley@enron.com, jeremy.wong@enron.com
Subject:RE: Skew Inputs
Cc:errol.mclaughlin@enron.com, john.griffith@enron.com
Bcc:errol.mclaughlin@enron.com, john.griffith@enron.com
Date:Fri, 30 Mar 2001 01:25:00 -0800 (PST)

For calls see 1089685 and 1089686(with skew)
Puts see 1089687 and 1089688(with skew)
ngpropt see 1089689 and 1089707(with skew)

-----Original Message-----
From: Quigley, Dutch
Sent: Thursday, March 29, 2001 3:59 PM
To: Wei, Dave
Cc: McLaughlin, Errol; Griffith, John
Subject: Skew Inputs

Dave,

One more time on the skew test.
Please run the calcs tonight for the ngpropt book along with the calls and
puts calcs.
Use the last skew table that you got from John Griffith.
If everything looks good then we will move everything into production.

Errol,

Please provide Dave the Post ID for the ngpropt book for the COB 3-29-01


Dutch