[Quantlib-users] fixedLocalVolSurface |gridmodellocalvolsurface

[Majka M. 0. EH <Mic...@er...>]

Hello,

I am using the Python interface to QuantLib 1.29.

I have an own implementation of the Local Volatility (LV) interpolator and I would like to use it within QuantLib.

I would like to represent it as a dense grid with an interpolated LV surface for many tenors and strikes.

The goal is to use the [SLV](https://quantlib-python-docs.readthedocs.io/en/latest/stochastic_processes.html#ql.HestonSLVProcess) model and check how the calibration of the leverage function works.

Regarding the Heston component of the SLV model: I also have my own calibration of the Heston model.

When I use [ql.LocalVolSurface()](https://quantlib-python-docs.readthedocs.io/en/latest/termstructures.html#localvolsurface) I cannot unfortunately replicate my own interpolator - there are slight differences in our implementations and thus it is not an option. But I know that I can replicate plain Vanillas very accurately in my setup with that interpolator.

I can see two functions that should perfectly suit my needs:

[fixedLocalVolSurface()](https://github.com/lballabio/QuantLib/blob/master/ql/termstructures/volatility/equityfx/localvolsurface.cpp)
[gridmodellocalvolsurface()](https://github.com/lballabio/QuantLib/blob/master/ql/termstructures/volatility/equityfx/gridmodellocalvolsurface.cpp)
Both functions are somehow not available in the Python interface.

Is there a way to access those functions through the Python interface?

Thank you very much in advance!