Re: Commodities Pricing
Posted by
Luigi Ballabio on
Apr 19, 2012; 3:12pm
URL: http://quantlib.414.s1.nabble.com/Commodities-Pricing-tp11658p11659.html
The little we have is in <ql/experimental/commodities/>. It's a
contribution of a few years ago, and I'm afraid it hasn't been tested
much.
Luigi
[P.S. Moderator note: please don't quote the whole daily digest when posting]
On Thu, Apr 12, 2012 at 2:30 PM, <
[hidden email]> wrote:
> Hi All,
>
> Is there any work currently on Quantlib for Commodities ie Pricing of
> Tolling, Swing and Storage for Energy Products.
>
> Also Spread Options, Swaptions, Baskets and Asians for Oil, Base Metals,
> Precious Metals, etc?
>
> Regards
>
> Theo
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