Process using Local Vols

Posted by Lapin on
URL: http://quantlib.414.s1.nabble.com/Process-using-Local-Vols-tp1387.html

Hi,

I have calibrated the local vol using the LocalVolsurface class.
Now I would like to use it to try some pricings.
My issue is I am able to register a stochastic process with a BS surface, but not with a local vol.
It means I could not access my local vol within my pricing engine.
Is there any trick or should I have to write a BSLocalVol process class?

Thanks