# BlackVarianceCurve (3) - Linux Man Pages

### BlackVarianceCurve: Black volatility curve modelled as variance curve.

## NAME

QuantLib::BlackVarianceCurve - Black volatility curve modelled as variance curve.

## SYNOPSIS

#include <ql/termstructures/volatility/equityfx/blackvariancecurve.hpp>

Inherits **QuantLib::BlackVarianceTermStructure**.

### Public Member Functions

**BlackVarianceCurve** (const **Date** &referenceDate, const std::vector< **Date** > &dates, const std::vector< **Volatility** > &blackVolCurve, const **DayCounter** &dayCounter, bool forceMonotoneVariance=true)

**TermStructure interface**

**DayCounter** **dayCounter** () const

*the day counter used for date/time conversion *

**Date** **maxDate** () const

*the latest date for which the curve can return values *

**VolatilityTermStructure interface**

Real **minStrike** () const

*the minimum strike for which the term structure can return vols *

Real **maxStrike** () const

*the maximum strike for which the term structure can return vols *

**Modifiers**

template<class Interpolator > void **setInterpolation** (const Interpolator &i=Interpolator())

**Visitability**

virtual void **accept** (**AcyclicVisitor** &)

### Protected Member Functions

virtual Real **blackVarianceImpl** (Time t, Real) const

*Black variance calculation. *

## Detailed Description

Black volatility curve modelled as variance curve.

This class calculates time-dependent Black volatilities using as input a vector of (ATM) Black volatilities observed in the market.

The calculation is performed interpolating on the variance curve. **Linear** interpolation is used as default; this can be changed by the setInterpolation() method.

For strike dependence, see **BlackVarianceSurface**.

**Possible enhancements**

- check time extrapolation

## Author

Generated automatically by Doxygen for QuantLib from the source code.

Linux man pages generated by: SysTutorials