RE: Jump ,
 Frank,

Jaesoo modified jump calibration code and passed it to IT.
Using this code we can calculate jump-diffusion parameters based on historical data for
every power curve.

Tanya

 -----Original Message-----
From: 	Lew, Jaesoo  
Sent:	Thursday, May 10, 2001 4:14 PM
To:	Jia, Winston
Cc:	Tamarchenko, Tanya; Yu, Jin
Subject:	Jump

Hi Winston,

I put the jump source code under the vobs/vatr/src/vatrjumps. You can access with project name prj_vatr_jumps.
I also talked to Jin about it so IT can modify and put it to production. 

Thanks.

Jaesoo
frank.hayden@enron.com