  We describe a robust calibration algorithm of a set of SSVI slices (i.e. a
set of 3 SSVI parameters $\theta, \rho, \varphi$ attached to each option
maturity available on the market), which grants that these slices are free of
Butterfly and Calendar-Spread arbitrage. Given such a set of consistent SSVI
parameters, we show that the most natural interpolation/extrapolation of the
parameters provides a full continuous volatility surface free of arbitrage. The
numerical implementation is straightforward, robust and quick, yielding an
effective, parsimonious solution to the smile problem, which has the potential
to become a benchmark one.
