Re: Exotica.xla

Hi Anjam,

Thanks for the info.

I'm afraid that one thing I don't know is precisely how to build
S:\Research\Exotica\Excel\Exotica.xla from the code you sent me.
Could you send me instructions?

Also as you are very busy and away from your desk could you set up your lotus
notes
calendar so Mary Ward and Joe Kelsey
permission can see your calendar so I can get in touch with you if anything
comes up. They can both see my calendar.

Thanks,
Sharad

Enron Europe

From: Anjam Ahmad 17/10/2000 11:37

To: Sharad Agnihotri/LON/ECT@ECT
cc: Vince J Kaminski/HOU/ECT@ECT, Stinson Gibner/HOU/ECT@ECT, Zimin
Lu/HOU/ECT@ECT, Dale Surbey/LON/ECT@ECT

Subject: Exotica.xla

In answer to your questions.

Anjam
---------------------- Forwarded by Anjam Ahmad/LON/ECT on 17/10/2000 09:20
---------------------------

Enron Europe

From: Sharad Agnihotri 16/10/2000 13:59

To: Anjam Ahmad/LON/ECT@ECT
cc: Vince J Kaminski/HOU/ECT@ECT, Stinson Gibner/HOU/ECT@ECT, Dale
Surbey/LON/ECT@ECT, Tani Nath/LON/ECT@ECT, Steven Leppard/LON/ECT@ECT

Subject: Exotica.xla

Hi Anjam,

I have quite a few questions/requests regarding the exotics libarary:

1)Could you e-mail me instructions for building/compiling
S:\Research\Exotica\Excel\Exotica.xla
Also if there is any more source code that I need please could you e-mail me
that.

YOU HAVE ALL THE CODE (C & VBA) THAT MAKES UP THE LIBRARY NOW - PLEASE SEE
PREVIOU E-MAILS

2)Also could you e-mail me documents on the changes you have made to
S:\Research\Exotica\Excel\Exotica.xla

CHANGES ARE DOCUMENTED THROUGH ATERATIONS TO COMMENTS ON INDIVIDUAL SOURCE
CODE FILES AS IS THe CURRENt METHOD IN HOUSTON AND As ADOPTED BY ME IN
LONDON - VERSION CONTROL OCCURS AT THE INDIVIDUAL FILE LEVEL RATHER THAN
THROUGH SOIURCE SAFE

3)The exotica.xla used in London and exotica.xll used in Houston are quite
different. What regression testing has been done?
How do we know if the two versions that we have been using produce the same
results.

I HAVE NOT RECENTLY COMPARED THE XLL FROM HOUSTON WITH OUR XLA - THIS WOULD
BE A USEFUL EXERCISE FOR YOU

4)Judging from the documentation there are quite a few more functions
available on the Houston Exotica
like Asian spreads, quantos, digitals etc. Is there any reason why they have
not been implemented in London's exotica.xla?

MAINTENANCE AND UPGRADES TO LONDON EXOTICA TO ENSURE COMPATABILITY WITH
HOUSTON AND VICE VERSA IS AN ON-GOING PROCESS - INEVITABLY THERE WILL BE SOME
LAG BETWEEN A NEW MODEL BEING IMPLEMENTED IN HOUSTON AND IN LONDON, AS IS THE
CASE WITH ASIAN SPREADS AND DIGITALS. QUANTOS ARE ALREADY AVAILABLE - SEE
VBA CODE.

Thanks in advance,
Sharad