Message-ID: <2420892.1075856190377.JavaMail.evans@thyme>
Date: Mon, 23 Apr 2001 04:11:00 -0700 (PDT)
From: vince.kaminski@enron.com
To: iris.mack@enron.com
Subject: RE: Asset Swap and LIBOR Model Docs
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X-From: Vince J Kaminski
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Iris,

Can you forward me the attachments to this message.
I cannot open them.

Vince

---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/23/2001 
11:10 AM ---------------------------
From: Iris Mack/ENRON@enronXgate on 04/20/2001 02:09 PM
To: Ben Parsons/LON/ECT@ECT, Markus Fiala/LON/ECT@ECT, Simon 
Brooks/LON/ECT@ECT, Nicholas J Stephan/LON/ECT@ECT, Reza 
Rezaeian/EU/Enron@ENRON, Seung-Taek Oh/NA/Enron@ENRON, Ilan 
Hershkovitz/LON/ECT@ECT, Robert Diprose/LON/ECT@ECT, Nigel Price/LON/ECT@ECT, 
Sally Golden/LON/ECT@ECT, Jean-Sebastien Fontaine/Corp/Enron@Enron, Mike 
Gordon/AP/Enron@Enron, Derek Lee/EU/Enron@Enron, Vasant 
Shanbhogue/ENRON@enronXgate, Amitava Dhar/Corp/Enron@ENRON, Scott 
Salmon/EU/Enron@Enron, George Albanis/LON/ECT@ECT, Tomas Valnek/LON/ECT@ECT, 
Darren Vorster/LON/ECT@ECT, Petter Larsson/EU/Enron@Enron
cc: Vince J Kaminski/HOU/ECT@ECT 
Subject: RE: Asset Swap and LIBOR Model Docs

Thanks, will look at these along with the other models.

Regards,
Iris

 -----Original Message-----
From:  Parsons, Ben  
Sent: Friday, April 20, 2001 12:50 PM
To: Fiala, Markus; Brooks, Simon; Stephan, Nicholas; Rezaeian, Reza; 
Seung-Taek Oh/NA/Enron@ENRON; Hershkovitz, Ilan; Diprose, Robert; Price, 
Nigel; Golden, Sally; Fontaine, Jean-Sebastien; Gordon, Mike; Lee, Derek; 
Shanbhogue, Vasant; Dhar, Amitava; Mack, Iris; Salmon, Scott; Albanis, 
George; Valnek, Tomas; Vorster, Darren; Larsson, Petter
Subject: Asset Swap and LIBOR Model Docs

The LIBOR and asset swap models are now live on the traders' desktops, so in 
order to aid your understanding and validation of them, here are the 
technical documents:

 << File: LiveLIBOR.pdf >>  << File: AssetSwap.pdf >> 

Please read, and report back with any questions, criticisms or ideas. 
Feedback is the only way we'll ever progress forward......

thanks

Ben
