I am attempting to calibrate my SV(heston) model to market data. My intention is to minimize the difference between market IVs and my model's IVs. I use Bloomberg to get the data, however fx options are quoted in different way than equities and I can't arrive to recover volatility surface in needed format from these data.
I can download the data in following format: RR/BF or Put/Call and Bid/Ask or Mid/Spread
What I want is to get set of strikes, maturities and IVs for them.
Thanks for ideas