RE: Exchange skew ,
 John,

The code is revised. Please compare 1098075 with 1098076(with exchange 
options vol skew added)
Please call Jeremy for moving this change into produtions. I'll be off this 
Friday and next Monday.


Thanks!

Dave
ext. 5-3853
john.griffith@enron.com, errol.mclaughlin@enron.com