I hope this is an OK type of post for this list!
My company, Commoditrack, is using QuantLib for a commodity risk
management system. We're currently using QuantLib to generate greeks
and option prices for options on commodity futures. We need
additional help with that (incl generating a .5% gamma), but most
importantly, we're looking for someone who can help us setup VaR in
our environment.
If you're interested, please email me directly at
[hidden email].
Thanks,
Ken