I want to price FX TARFs using the Quantlib library in Python. I want to generate paths using the ql.HestonSLVMCModel vol surface. Then, I want to compare the result to Bloomberg and see if the results are in line. In Bloomberg I can retrieve the SLV parameters clearly: per tenor I can find correlation, vol of vol and mixing fraction. Is it possible in Quantlib to also retrieve it from the SLV model, and this per tenor? Is it possible to amend these factors in Quantlib to make it the same as Bl

Pricing FX TARF using Quantlib library in python & compare to Bloomberg
Wynn
