Pricing commodity options

Posted by Igor Swie on May 03, 2017; 7:59am
URL: http://quantlib.414.s1.nabble.com/Pricing-commodity-options-tp18245.html

Hi,

I'd like to price commodity options with Quantlib.

As so far I haven't found usual models such as Schwatz 2F model.

Is there a way to implement such a model currently?

Kind regards, 

Igor

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