recently I started reading the interesting book about option pricing in the stochastic volatility world from Lewis. He gives very interesting and detailed insights about this topic in general. However the book does not cover the implied volatility topic. That's why I am interested of how I get implied volatility out of the Heston Model. Do I have to calculate an european call price with Heston's formula and then reverse it by the help of Black Scholes to get the implied volatility?
Thanks in advance