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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...

if RR is followed by "P", 25D call = atm+bf-rr/2 25D put=atm+bf+rr/2

then how about the date in between these normal dates?...for the ATM n also for those OTM strike?

"25D" means 25 delta

and can i derive the forward vol from that??

For dates in between and for strikes (read Delta) in between, you can interpolate the vol smile curve and the vol term structure respectively - linear or some other technique.Yes, you can derive Forward vols from the vol term structure (like forward rates from term structure of interest rates).

so.. does any material talk about how to derive the forward vol?..

Forward Vol FV(t1, t2) = SQRT ( [ Sigma2 ^ 2 * t2 - Sigma1 ^ 2 * t1 ] / (t2 - t1) )0 < t1 < t2Sigma2 = vol corresponding to maturity t = t2