RE: Jump

Frank,

Jaesoo modified jump calibration code and passed it to IT.
Using this code we can calculate jump-diffusion parameters based on historical data for
every power curve.

Tanya

-----Original Message-----
From: Lew, Jaesoo
Sent: Thursday, May 10, 2001 4:14 PM
To: Jia, Winston
Cc: Tamarchenko, Tanya; Yu, Jin
Subject: Jump

Hi Winston,

I put the jump source code under the vobs/vatr/src/vatrjumps. You can access with project name prj_vatr_jumps.
I also talked to Jin about it so IT can modify and put it to production.

Thanks.

Jaesoo