Message-ID: <7671352.1075856392297.JavaMail.evans@thyme>
Date: Fri, 19 Jan 2001 08:51:00 -0800 (PST)
From: vince.kaminski@enron.com
To: vkaminski@aol.com
Subject: Spread Option Model
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---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 01/19/2001 
04:53 PM ---------------------------


Jim Meyn@ENRON
01/19/2001 04:23 PM
To: Vince J Kaminski/HOU/ECT@ECT
cc: Berney C Aucoin/HOU/ECT@ECT 
Subject: Spread Option Model

Vince, Berney asked me to send you a copy of our spread option models.  The 
first is a more detailed spread option model created by Jim Simpson 
(currently in the Chicago office), the second is a simplified version of 
Simpson's model that I put together for less complicated tolling structures.  
Please let me know if you have any questions or would like to discuss.

- Jim


