# Tag Info

1 vote

### Help needed in replicating FX Implied Vol Surface

You still did not post your exact formula, which means it's impossible to determine what is wrong. Therefore, I'll post a working example. I used Julia and manually defined the ppf. This is ...
• 4,178
Vol of vol is a much used and abused term, but I think Bennet is specifically talking about the difference between the square root of the forward start variance swap strike  \sqrt{\kappa^2_t} = \...