[Quantlib-dev] FX Vol Term Structure

[<tar...@li...>]

Hello,

I am trying to build a forex volatility term structure.

My input data are:
a list of tenors (e.g. 1W, 1M, 3M....)
a matrix of strikes a matrix of implied volatilities.

is there any possibility to build such a type of volatility surface to create 
a forex vol term structure?

thx,
Paolo