Message-ID: <13401711.1075856825527.JavaMail.evans@thyme>
Date: Mon, 8 May 2000 08:22:00 -0700 (PDT)
From: zimin.lu@enron.com
To: duffie@stanford.edu
Subject: Enron Storage Analysis Model audit
Cc: vince.kaminski@enron.com, stinson.gibner@enron.com, zimin.lu@enron.com
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Professor Darrel Duffie
450 Miramonte Avenue
Palo Alto, CA 94306

         May 8, 2000



Dear Professor Duffie,


I enclosed with this e-mail Enron Storage Analysis  Model (SAM) for your=20
review.  The attached files include:=20
 1) a brief documentation of the model (SAM.doc), 2) c-code of the main=20
routines, 3) Excel spreadsheet interface,=20
4) SAM_audit.dll .

Dr. Vince Kaminski, Dr. Stinson Gibner and myself have spent about one year=
=20
in developing this model. =20
With traders=01, feedback incorporated, the model results are close to real=
ity. =20
Although there are features to be included,=20
we believe the model is ready for your review.  We look forward to your=20
comments and suggestions.=20


Please feel free to contact me should you need additional detail. =20


Sincerely,



Zimin Lu

Director, Enron Research
Zlu@enron.com
713-853-6388


Enclosures

