FX Option Local Stochastic Volatility

 

The FX Option Local Stochastic Volatility parameters are set in the LSV Parameters window accessed from Main Entry by selecting Market Data > Foreign Exchange > FX LSV Params.

 

Parameters configured in this window are then made available in the Pricer Configuration. (Market Data > Pricing Environment > Pricing Configuration)

Once Usage LSV is selected, LSV parameters are available from the Market Data selection window.