Question on stochastic local vol MC pricing for FX Tarf

Posted by Harvey Wu on Nov 14, 2015; 5:05am
URL: http://quantlib.414.s1.nabble.com/Question-on-stochastic-local-vol-MC-pricing-for-FX-Tarf-tp17073.html

Hi, 

I saw there is FX Tarf available as an instrument using MC simulation without smile. Just wonder whether currently we can price FX Tarf using stochastic local vol MC sinmulation. Any pointers to the examples would be be much appreciated.

Thanks

Harvey

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