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Enron Mail |
Vince,
Our goal is to validate that the Enron Global Market book administrators are accurately using the "spread option model" as developed by the Research Group. To determine this, we would like to provide you with the inputs for a particular deal (as provided by a Global Markets book administrator) and have you recalculate the deal value. We will then compare your results to the values calculated by Global Markets. Two Koch deals have been chosen due to their substantial P/L effect. I have attached the deal data in two forms: (1) the spread option model that Kara Boudreau, Book Administrator EGM, provided and (2) an excel spreadsheet that isolates the 2 deals. If there is anything more that we could provide, please don't hesitate to call me at x30968. Thank you so much for all of your help. Gillian 1. 2.
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