Message-ID: <23814588.1075856803973.JavaMail.evans@thyme>
Date: Mon, 14 Feb 2000 10:26:00 -0800 (PST)
From: paulo.issler@enron.com
To: vince.kaminski@enron.com
Subject: LJM Pricing
Cc: stinson.gibner@enron.com
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Vince:
Here are the files for pricing the deal without and with Credit Risk:

1) Without Credit Risk:


2) With Credit Risk: (two factor model)


Talk to you tomorrow 1:00 PM.
Thanks.
Paulo Issler