[Quantlib-users] Extract individual implied volatilities from Heston volatility surface

[Daniel L. <dan...@gm...>]

I have fitted a Volatility surface using Heston process from quantlib

import QuantLib as QL
Day_Count = QL.Actual365Fixed()
    Calendar = QL.TARGET()

    Calculation_Date = QL.Date(6, 11, 2015)
    QL.Settings.instance().evaluationDate = Calculation_Date

    Spot = 659.37
    DIV_yield = QL.QuoteHandle(QL.SimpleQuote(0.0))
    Flat_TermStructure =
QL.YieldTermStructureHandle(QL.FlatForward(Calculation_Date, 0.01,
Day_Count))
    DIV_TermStructure  =
QL.YieldTermStructureHandle(QL.FlatForward(Calculation_Date, 0.00,
Day_Count))

QL.HestonBlackVolSurface(QL.HestonModelHandle(QL.HestonModel(QL.HestonProcess(Flat_TermStructure,
DIV_TermStructure, QL.QuoteHandle(QL.SimpleQuote(Spot)), v0, Kappa,
Theta, Sigma, Rho))))

>From above I would like to extract estimate of implied volatility for
strike 527.50 and expiry QL.Date(6, 12, 2015).

Is there any method to achieve this?