Volatility Surface model for FX market

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Volatility Surface model for FX market

gagrawal
Hello, I am find any volatility surface model for FX market. I could see we can use Bates and Heston and it is implemented in Quantlib C++. Any body can please suggest me if we can use those models for FX market with success or not using Quantlib? if yes, any idea how to start?
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Re: Volatility Surface model for FX market

gagrawal

gagrawal wrote
Hello,

I am trying to find any volatility surface model for FX market. I could see we can use Bates and Heston and it is implemented in Quantlib C++. Any body can please suggest me if we can use those models for FX market with success or not using Quantlib? if yes, any idea how to start?