I'm looking for an implementation of Arbitrage-Free Smoothing of the Implied Volatility Surface - Matthias R. Fengler.
Does anyone know of any existing libraries that have implemented this paper? Any method is ok (Excel, C++, Matlab, Mathematica, C#, etc).
In fact, any method that implements arbitrage free smoothing of the implied volatility surface is ok (can QuantLib do this?).