portcalc methodology keith power emrs use c library provided also implemented research group methodology greek calculations power portcalc changed 6 years since joined enron 6 years ago vince kaminski stinson gibner grant masson able help questions zhiyong keith bowie 06 28 2000 04 22 zhiyong wei hou ect ect cc brian hudson lon ect ect subject portcalc methodology zi asked risk management research originally signed portcalc formulae b copy documentation methodology greek calculations etc hope help counts thanks keith