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tightly to the enzyme by making a molecule that looks like the transition state. Transition states themselves can t be isolated after all, they re not a stable arrangement of atoms, and some bonds are only partially formed or broken. But for some enzymes, analogs can be synthesized that are stable but still have some of the structural characteristics of the transition state (Fig. 7-8). Proteolytic enzymes catalyze the hydrolysis of peptide bonds by forming a covalent intermediate with the substrate. The formation of this intermediate involves the addition of a group from the enzyme (usually a Ser-OH or Cys-SH) to the carbonyl of the amide bond. In the transition state for this reaction (actually just part of the reaction), the carbon atom goes from a planar configuration to a tetrahedral arrangement, and the carbonyl oxygen develops negative charge. Phosphonate analogs of the peptide bond are tetrahedral and have a negatively charged oxygen. They are excellent inhibitors of proteolytic enzymes, because they look more like the transition state for the reaction than like the substrate. The

As you'll recall from the preceding chapter, a primary key is used to uniquely identify each row of a table. You can designate a primary key for your table by using the Constraint clause as shown in the following example. The Constraint clause requires that you give it a name and designate a column as the primary key. In this example, the CustomerNumber column is the primary key and we call it CustAddflK.

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So, how do we create WMLScript code Where do we put it How do we call it from our WML cards The first thing you need to know about WMLScript is that the WMLScript code itself is not included within the WML document. In HTML and JavaScript, you include the JavaScript as part of the HTML document. This is not the case with WMLScript and WML decks and cards. The WMLScript functions are placed in a separate text file on the server with a file extension of .wmls. WMLScript uses no main programs, sections, segments, or any other kind of code division that you may think of. You simply write each function as a function. You can have as many functions as you like within a WMLScript file, as long as you do not go beyond the limit of 1,200 characters. You call a WMLScript function from a WML deck and pass parameters directly to the function.

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Long strangles are created by purchasing both call and put options with the same underlying asset and same expiration month but with different strike prices. Most of these options are at similar or equal distances from the current market unless there is a speci c hedge purpose involved. The long strangle differs from the straddle in that the options are usually out of the money and at a signi cantly lower premium, but it is not unheard of to buy an in-the-money strangle. We focus here on the out-of-the money strangle because it s the most common, but remember that the major risks of straddles and strangles are time and volatility, so an in-the-money position can help avoid portions of that risk. Refer back to the AT&T option chain in Figure 7.16 on page 170. Assume a hypothetical purchase of the October AT&T 30 call option for 1.38 and the October AT&T 24 put option for 2.27 giving us a total premium outlay of 3.65. This outlay is nearly half the premium outlay for our straddle example. Because the options are both of equal distance from the at-the-money strike price, the combined delta of both positions is zero. Like the straddle the long strangle is designed to achieve a signi cant market move in either direction in order to add value to an option on one side of the market. The goal is to see eventually the premium change skewed to one building value faster than the other side loses, thus leading to an eventual delta on one side of 1.00. We can see a model of this trade in Figure 7.19.

Fig. 31-1

Visual Studio 2008 and open the Solution Explorer. In it you will find both the reg and regopen folders as well as the second web.config file.

A normal yield is a sign of a stable interest-rate picture for the time being. If the curve begins to become misshapen, there may be anticipation or expectation building in the market for changes in interest rates. As the threat of interest-rate changes increases or actual short-term interest rates such as the Fed rate begin to increase, there will be changes in the yield curve. Most nancial news Web sites and services produce a daily yield curve, especially on Treasury issues. As short-term rates begin to rise, the curve will become more shallow, meaning that the yield is increasing on the short-term instruments in relation to the long-term secondary market instruments. This change indicates a potential need for action in your portfolio in any interest-rate sensitive areas such as xed income securities. Let s look at an example of a changing yield curve shown in Figure 10.2. In the at yield curve we can see that short-term rates are beginning to increase, which in the case of Treasuries would be T-bills or short-term T-notes. The yield is beginning to balance between

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