Building a vol surface when strikes ranges are different across maturities

Posted by nabbleuser2008 on
URL: http://quantlib.414.s1.nabble.com/Building-a-vol-surface-when-strikes-ranges-are-different-across-maturities-tp6687.html

Hi,

 I'm looking at BlackVarianceSurface class in order to construct an implied volatility surface from the exchange listed options.

 Problem I'm having is that the option strikes across multiple maturities are not the same, i.e., for different maturities, not only the listed strike ranges are different, but the difference between the strikes also different.

 BlackVarianceSurface does not seem to handle that. Any suggestions how I can do that ..

 Thank you very much.

CJ