Barry and Kim,  Attached is my first go at our European option model.
It is capable of valuing monthly physical or financial calls/puts.
I've tried to make it user friendly by using a similar format as we are using for our swap/spread models.
Please let me know if you like its functionality, and provide me some input on how you might want to fiddle with it when doing real time pricing.
Phil

Euro Option 11-2-01.xls