Enron Mail

From:jeremy.wong@enron.com
To:dutch.quigley@enron.com
Subject:RE: Skew Project
Cc:mike.maggi@enron.com, john.griffith@enron.com, larry.may@enron.com,dave.wei@enron.com, john.arnold@enron.com
Bcc:mike.maggi@enron.com, john.griffith@enron.com, larry.may@enron.com,dave.wei@enron.com, john.arnold@enron.com
Date:Fri, 30 Mar 2001 04:49:00 -0800 (PST)

Dutch:

The Vol Skew version of PortCalc has been migrated to production.

Thanks,
Jeremy
x3-0573

-----Original Message-----
From: Quigley, Dutch
Sent: Friday, March 30, 2001 10:31 AM
To: Jeremy Wong/HOU/ECT@ENRON; Wei, Dave; Richard Burchfield/HOU/ECT@ENRON
Cc: Maggi, Mike; Griffith, John; May, Larry; Arnold, John
Subject: Skew Project

Jeremy,

The final checks have been made to the skew evaluation for the ERMS
Production.
The test post id's that Dave Wei has provided have been check and are correct.

This email is the official request to move the volatility skew evaluation
into production.

Please contact me with any questions at 713-853-9257

Dutch