Avinash,

Please, contact Zimin Lu.

Vince

 -----Original Message-----
From: 	Jain, Avinash  
Sent:	Monday, May 21, 2001 5:45 PM
To:	Kaminski, Vince J
Cc:	Ballard, Phillip
Subject:	LIBOR Calculation


Mr. Kaminski,

We (Energy Capital Resources) are trying to put together a model in Excel that will calculate a LIBOR swap rate given cashflows from our Volumetric Production Payments. The trading desk says your group might have some models that were used to approved their trading system. Do you have anything that can help with this?

Avinash Jain