Re: [Quantlib-dev] Commodities Pricing

[Luigi B. <lui...@gm...>]

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,  <tb...@ao...> 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