Subject: re : enron exotica options library
patrick ,
we have those two models in the exotica library . you need to add exotica . xll
located in o : \ research \ exotica \ xll to your excel before you can use the
functions .
you can find the documentation in o : \ research \ exotica \ doc .
example spreadsheets can be found in o : \ research \ exotica \ .
the precedure of addin is as follows .
1 ) clik tools / addin on your excel
2 ) choose browse and got to o : \ research \ exotica \ xll
3 ) select exotica . xll or its identical copy exotical . xll
4 ) answer the question " copy . . . " no .
5 ) click ok , then you should see exotica menu bar pop up .
if you have any more questions please let me know .
zimin
vince j kaminski
11 / 21 / 2000 08 : 06 am
to : patrick markey / hou / ect @ ect
cc : vince j kaminski / hou / ect @ ect , zimin lu / hou / ect @ ect
subject : re : enron exotica options library
patrick ,
please , contact zimin lu , 713 853 6388 .
vince
patrick markey
11 / 21 / 2000 05 : 15 am
to : vince j kaminski / hou / ect @ ect
cc : patrick markey / hou / ect @ ect
subject : enron exotica options library
vince ,
i am trying to price a crack spread option utilizing either of the following
models in the exotica library :
1 . spread options by 1 - d integration - sprdopt
2 . spread options on asian spreads - asnsprd
how do i get access to these options models ? who can i visit with in the
houston group if i have any questions regarding the models . your help would
be greatly appreciated . i am located in singapore , so i would probably be
visiting with the houston personnel via e - mail .
thanks ,
pat markey
p . s . - i have access to the o : \ research \ exotica \ xll \ xll _ templates \ directory ;
however , there are no macros associated with the programs that i can find .
also , i don ' t have access to the m : drive . please let me know where to find
these options models .