I'm looking for a simple model I can use to calibrate equity implied volatility surface. There are several models published in the literature, and most of them seem far too sophisticated for my purposes. I'm just looking for something I can use out of the box given the raw implied vols (computed using Black-Scholes) for a set of option chains.
I imagine I'd first have to smooth out the curve using some kind of interpolation scheme, and then apply the skew model. What's the standard industry practice for this procedure? I'm just looking for a first order approximation that's better than using flat skew, i.e. ATM vol for all strikes.