Anyone interesting in some QuantLib consulting?

Posted by Ken Anderson-2 on
URL: http://quantlib.414.s1.nabble.com/Anyone-interesting-in-some-QuantLib-consulting-tp4935.html

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