April 28th, 2005, 2:31 am
if i hv the ATM vol, RR and Strangle for most common dates ... for example... i know the vol for 1w, 2w 1mth, 2mth and 1year for EURUSD.. and also the corresponding RR and Strangle... how can i create the vol surface... actually, i am going to price some daily fixing product...