enron exotica options library patrick please contact zimin lu 713 853 6388 vince patrick markey 11 21 2000 05 15 vince j kaminski hou ect ect cc patrick markey hou ect ect subject enron exotica options library vince trying price crack spread option utilizing either following models exotica library 1 spread options 1 integration sprdopt 2 spread options asian spreads asnsprd get access options models visit houston group questions regarding models help would greatly appreciated located singapore would probably visiting houston personnel via e mail thanks pat markey p access research exotica xll xll _ templates directory however macros associated programs find also access drive please let know find options models