Iris,

Can you forward me the attachments to this message.
I cannot open them.

Vince

---------------------- Forwarded by Vince J Kaminski/HOU/ECT on 04/23/2001 11:10 AM ---------------------------
From:	Iris Mack/ENRON@enronXgate on 04/20/2001 02:09 PM
To:	Ben Parsons/LON/ECT@ECT, Markus Fiala/LON/ECT@ECT, Simon Brooks/LON/ECT@ECT, Nicholas J Stephan/LON/ECT@ECT, Reza Rezaeian/EU/Enron@ENRON, Seung-Taek Oh/NA/Enron@ENRON, Ilan Hershkovitz/LON/ECT@ECT, Robert Diprose/LON/ECT@ECT, Nigel Price/LON/ECT@ECT, Sally Golden/LON/ECT@ECT, Jean-Sebastien Fontaine/Corp/Enron@Enron, Mike Gordon/AP/Enron@Enron, Derek Lee/EU/Enron@Enron, Vasant Shanbhogue/ENRON@enronXgate, Amitava Dhar/Corp/Enron@ENRON, Scott Salmon/EU/Enron@Enron, George Albanis/LON/ECT@ECT, Tomas Valnek/LON/ECT@ECT, Darren Vorster/LON/ECT@ECT, Petter Larsson/EU/Enron@Enron
cc:	Vince J Kaminski/HOU/ECT@ECT 
Subject:	RE: Asset Swap and LIBOR Model Docs

Thanks, will look at these along with the other models.

Regards,
Iris

 -----Original Message-----
From: 	Parsons, Ben  
Sent:	Friday, April 20, 2001 12:50 PM
To:	Fiala, Markus; Brooks, Simon; Stephan, Nicholas; Rezaeian, Reza; Seung-Taek Oh/NA/Enron@ENRON; Hershkovitz, Ilan; Diprose, Robert; Price, Nigel; Golden, Sally; Fontaine, Jean-Sebastien; Gordon, Mike; Lee, Derek; Shanbhogue, Vasant; Dhar, Amitava; Mack, Iris; Salmon, Scott; Albanis, George; Valnek, Tomas; Vorster, Darren; Larsson, Petter
Subject:	Asset Swap and LIBOR Model Docs

The LIBOR and asset swap models are now live on the traders' desktops, so in order to aid your understanding and validation of them, here are the technical documents:

 << File: LiveLIBOR.pdf >>  << File: AssetSwap.pdf >> 

Please read, and report back with any questions, criticisms or ideas. Feedback is the only way we'll ever progress forward......

thanks

Ben