[QuantLib-jobs] Path-based Monte Carlo stochastic process for mortgage security valuation

[Mike A. <mik...@sy...>]

**
QuantLib Community.

 Synapse Financial Engineering is a small software development company
building fixed-income risk management systems.  We will be adding a Monte
Carlo stochastic process to calculate option adjusted spreads for
single-family mortgage assets.

 We are looking for an individual or group to develop the code for us for a
fee, but upon completion, we will make the code available to the QuantLib
community to  add the resulting functionality to a future QuantLib release.

 Please let me know if you are interested in working with us.  I can be
reached at:
mik...@sy...

 Thanks,
Mike