|
|
Enron Mail |
John,
The calcskew function was written in Excel VB for your option pricing model. The function has performed well for the number of times it is used in your model. I took a look at your spreadsheet, and had a few IT programers take a look at it as well. For the amount of times you're calling the function in the new spreadsheet, Excel VB is not the appropriate language for the function. My suggestion to you is that for these more calculation-intensive workbooks, we use a function developed in C\C++. I spoke with Paulo, and he will be looking into this, and will get in touch with you today. -Hector John Griffith@ENRON 04/03/2001 04:40 PM To: Hector Campos/HOU/ECT@ECT, Paulo Issler/HOU/ECT@ECT, Bob Lee/NA/Enron@Enron cc: Mike Maggi/Corp/Enron@Enron, Dutch Quigley/HOU/ECT@ECT Subject: Calcskew Hector, I just wanted to let you know that a floor tech looked at the file that had the calcskew function in it (the one I sent you). I was having problems with Dr. Watson with the file. I copied the contents to another workbook and had the same problems. Either I didn't copy over the module correctly (vba), or there are some problems with the function (when it is used many times in a worksheet). Please let me know what you think. I am trying to use the function to value our entire portfolio during the day and until I get this worked out, I can't do it. Thanks for your help. Sincerely, John Griffith
|