Spreadsheet: john_lavorato__16687__Client
Sheet: Sheet1

 | date | df |  |  |  |  |  | TD's fee | 8500 | per month
start | 1999-12-22 00:00:00 | 0.9993407088627612
 |  |  |  |  |  |  | spot | 3.1 | March Aeco Index |  |  |  |  |  | Interest Calculator: |  | solve rate by setting ending balance to zero
calculation period |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0.05049561711134961
start | end | days | pmt date | Corp | B/S | Option | strike | Enron rec | Enron pays | TD pays | df | GJ per month | GJ per day |  |  | Notional | interest | principal | pmt
2000-01-01 00:00:00 |  |  | 2000-01-05 00:00:00 | TD | buys | call | 3.2 |  | -50000 |  | 0.9974338985443473
2000-01-01 00:00:00 |  |  |  | Enron | buys | put | 3.2 |  |  |  | 0.9974338985443473
2000-01-01 00:00:00 |  |  |  | TD | buys | put | 1.9 |  | -20000 |  | 0.9974338985443473
2000-01-01 00:00:00 |  |  |  | Enron | buys | call | 1.9 |  |  |  | 0.9974338985443473
 |  |  |  | TD | buys | call | 3.2 |  |  |  | 0.9930757361511358
 |  |  |  | Enron | buys | put | 3.2 |  |  |  | 0.9930757361511358
 |  |  |  | TD | buys | put | 1.9 |  |  |  | 0.9930757361511358
 |  |  |  | Enron | buys | call | 1.9 |  |  |  | 0.9930757361511358
 |  |  |  | TD | buys | call | 3.2 |  |  |  | 0.9889990214672393
 |  |  |  | Enron | buys | put | 3.2 |  |  |  | 0.9889990214672393
 |  |  |  | TD | buys | put | 1.9 |  |  |  | 0.9889990214672393
 |  |  |  | Enron | buys | call | 1.9 |  |  |  | 0.9889990214672393
 |  |  |  | TD | buys | call | 3.2 |  |  |  | 0.9845397154544795 |  |  |  | end. bal.
 |  |  |  | Enron | buys | put | 3.2 |  |  |  | 0.9845397154544795 |  |  |  | Total
 |  |  |  | TD | buys | put | 1.9 |  |  |  | 0.9845397154544795
 |  |  |  | Enron | buys | call | 1.9 |  |  |  | 0.9845397154544795
 |  |  |  | TD | buys | call | 3.2 |  |  |  | 0.9801097514465353
 |  |  |  | Enron | buys | put | 3.2 |  |  |  | 0.9801097514465353
 |  |  |  | TD | buys | put | 1.9 |  |  |  | 0.9801097514465353
 |  |  |  | Enron | buys | call | 1.9 |  |  |  | 0.9801097514465353
 |  |  |  | TD | buys | call | 3.2 |  |  |  | 0.9754387333477454
 |  |  |  | Enron | buys | put | 3.2 |  |  |  | 0.9754387333477454
 |  |  |  | TD | buys | put | 1.9 |  |  |  | 0.9754387333477454
 |  |  |  | Enron | buys | call | 1.9 |  |  |  | 0.9754387333477454
 |  |  |  | TD | buys | call | 3.2 |  |  |  | 0.9708304012638038
 |  |  |  | Enron | buys | put | 3.2 |  |  |  | 0.9708304012638038
 |  |  |  | TD | buys | put | 1.9 |  |  |  | 0.9708304012638038
 |  |  |  | Enron | buys | call | 1.9 |  |  |  | 0.9708304012638038
 |  |  |  | TD | buys | call | 3.2 |  |  |  | 0.9659795011948973
 |  |  |  | Enron | buys | put | 3.2 |  |  |  | 0.9659795011948973
 |  |  |  | TD | buys | put | 1.9 |  |  |  | 0.9659795011948973
 |  |  |  | Enron | buys | call | 1.9 |  |  |  | 0.9659795011948973
 |  |  |  | TD | buys | call | 3.2 |  |  |  | 0.9610389383117425
 |  |  |  | Enron | buys | put | 3.2 |  |  |  | 0.9610389383117425
 |  |  |  | TD | buys | put | 1.9 |  |  |  | 0.9610389383117425
 |  |  |  | Enron | buys | call | 1.9 |  |  |  | 0.9610389383117425
 |  |  |  | TD | buys | call | 3.2 |  |  |  | 0.9562185755286164
 |  |  |  | Enron | buys | put | 3.2 |  |  |  | 0.9562185755286164
 |  |  |  | TD | buys | put | 1.9 |  |  |  | 0.9562185755286164
 |  |  |  | Enron | buys | call | 1.9 |  |  |  | 0.9562185755286164
 |  |  |  | TD | buys | call | 3.2 |  |  |  | 0.9512060047118824
 |  |  |  | Enron | buys | put | 3.2 |  |  |  | 0.9512060047118824
 |  |  |  | TD | buys | put | 1.9 |  |  |  | 0.9512060047118824
 |  |  |  | Enron | buys | call | 1.9 |  |  |  | 0.9512060047118824
 |  |  |  | TD | buys | call | 3.2 |  |  |  | 0.9462906222389758
 |  |  |  | Enron | buys | put | 3.2 |  |  |  | 0.9462906222389758
 |  |  |  | TD | buys | put | 1.9 |  |  |  | 0.9462906222389758
 |  |  |  | Enron | buys | call | 1.9 |  |  |  | 0.9462906222389758
 |  |  |  |  |  |  | total pmt
 |  |  |  |  |  |  | deal amount | 20000000
 |  |  |  |  |  |  | Total GJ
 |  |  |  |  |  |  | PV
 |  |  |  |  |  |  | diff