Vince,

Here is the pricing model and documentation for the P Plus project from Stinson.

Zimin




 

 -----Original Message-----
From: 	Gibner, Stinson  
Sent:	Wednesday, June 06, 2001 5:34 PM
To:	Lu, Zimin; Kaminski, Vince J
Subject:	

 This is an early draft document and should be revised, but does explain the spread option structure.

--Stinson