Before revision:  The pricing of vanilla options on FX rates can be performed effciently through the FFT methodology thanks to the affinity of the model . A joint calibration exercise of the implied volatility surfaces of a triangle of FX rates shows the flexibility of our framework in dealing with the typical symmetries that characterize the FX market.
After revision:  The pricing of vanilla options on FX rates can be performed effciently through the FFT methodology thanks to the affinity of the model