Message-ID: <32941141.1075856883277.JavaMail.evans@thyme>
Date: Mon, 20 Nov 2000 05:59:00 -0800 (PST)
From: alex.huang@enron.com
To: stinson.gibner@enron.com, paulo.issler@enron.com
Subject: Compound Option Model Validating
Cc: vasant.shanbhogue@enron.com, vince.kaminski@enron.com
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Hi all,
I have made modifications on the model as requested.  It now handles different
volatility curves as well as 4 different hour blocks. 

Alex
