---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 05/08/2000 
04:46 PM ---------------------------


Zimin Lu
05/08/2000 03:22 PM
To: duffie@stanford.edu
cc: Vince J Kaminski/HOU/ECT@ECT, Stinson Gibner/HOU/ECT@ECT, Zimin 
Lu/HOU/ECT@ECT 
Subject: Enron Storage Analysis Model audit




Professor Darrel Duffie
450 Miramonte Avenue
Palo Alto, CA 94306

         May 8, 2000



Dear Professor Duffie,


I enclosed with this e-mail Enron Storage Analysis  Model (SAM) for your 
review.  The attached files include: 
 1) a brief documentation of the model (SAM.doc), 2) c-code of the main 
routines, 3) Excel spreadsheet interface, 
4) SAM_audit.dll .

Dr. Vince Kaminski, Dr. Stinson Gibner and myself have spent about one year 
in developing this model.  
With traders, feedback incorporated, the model results are close to reality.  
Although there are features to be included, 
we believe the model is ready for your review.  We look forward to your 
comments and suggestions. 


Please feel free to contact me should you need additional detail.  


Sincerely,



Zimin Lu

Director, Enron Research
Zlu@enron.com
713-853-6388


Enclosures