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Enron Mail |
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
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