Enron Mail

From:kam.keiser@enron.com
To:frank.hayden@enron.com
Subject:RE:
Cc:c..gossett@enron.com
Bcc:c..gossett@enron.com
Date:Wed, 16 Jan 2002 10:18:12 -0800 (PST)


Here you go.

-----Original Message-----
From: Hayden, Frank
Sent: Wednesday, January 16, 2002 12:04 PM
To: Gossett, Jeffrey C.; Keiser, Kam
Subject:

My memory needs refreshing as I'm noticing curve type codes and risk type codes that I don't know.

Curve Type Code:
AP [Keiser, Kam] Ask Price
AV [Keiser, Kam] Ask Volatility
BP [Keiser, Kam] Bid Price
BV [Keiser, Kam] Bid Volatility
PR [Keiser, Kam] Forward Price
SP [Keiser, Kam] Settle Price
VO [Keiser, Kam] Volatility

Book type code:
D [Keiser, Kam] Basis
I [Keiser, Kam] Index
M [Keiser, Kam] intra-month and gas daily
P [Keiser, Kam] price
X [Keiser, Kam] Exchange

I should probably be shot for forgetting this stuff, but your help will be appreciated.
Thanks
Frank