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Enron Mail |
Lon,
I added sensitivity of the ostrip premium to the basis offset (output 10) for the forward start options in OSTRIP2 model I added forward vega (7) gas daily vega (8) and Charm (9) previously for Larry May. Please find the example spreadsheet and Exotica add-in. (you need to delink your Exotica addin and Browse to select the new addin). After you test it, we can put into the release version. Use the attached addin as the temporary one. Let me know your comments. Zimin
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