[Quantlib-dev] Correct classes for options on commodity futures?

[Ken A. <li...@an...>]

I need to generate greeks and implied volatilities for options on  
commodity futures.  Right now, I'm using BlackScholesProcess,  
AnalyticEuropeanEngine  and VanillaOption.  Is that correct?  I would  
like to use Black-76, but I'm not sure if I'm getting that this way  
or not...

Thanks,
Ken