# QuantLib_BlackAtmVolCurve man page

BlackAtmVolCurve — Black at-the-money (no-smile) volatility curve.

## Synopsis

`#include <ql/experimental/volatility/blackatmvolcurve.hpp>`

Inherits **VolatilityTermStructure**.

Inherited by **AbcdAtmVolCurve**, and **BlackVolSurface**.

### Public Member Functions

**Constructors**

See the **TermStructure** documentation for issues regarding constructors.

BlackAtmVolCurve(BusinessDayConventionbdc=Following, constDayCounter&dc=DayCounter())

default constructorBlackAtmVolCurve(constDate&referenceDate, constCalendar&cal=Calendar(),BusinessDayConventionbdc=Following, constDayCounter&dc=DayCounter())

initialize with a fixed reference dateBlackAtmVolCurve(Natural settlementDays, constCalendar&,BusinessDayConventionbdc=Following, constDayCounter&dc=DayCounter())

calculate the reference date based on the global evaluation date

**Black at-the-money spot volatility**

Volatility atmVol(constPeriod&optionTenor, bool extrapolate=false) const

spot at-the-money volatilityVolatility atmVol(constDate&maturity, bool extrapolate=false) const

spot at-the-money volatilityVolatility atmVol(Timematurity, bool extrapolate=false) const

spot at-the-money volatilityReal atmVariance(constPeriod&optionTenor, bool extrapolate=false) const

spot at-the-money varianceReal atmVariance(constDate&maturity, bool extrapolate=false) const

spot at-the-money varianceReal atmVariance(Timematurity, bool extrapolate=false) const

spot at-the-money variance

**Visitability**

virtual voidaccept(AcyclicVisitor&)

### Protected Member Functions

**Calculations**

These methods must be implemented in derived classes to perform the actual volatility calculations. When they are called, range check has already been performed; therefore, they must assume that extrapolation is required.

virtualReal atmVarianceImpl(Timet) const =0

spot at-the-money variance calculation

virtualVolatility atmVolImpl(Timet) const =0

spot at-the-money volatility calculation

### Additional Inherited Members

## Detailed Description

Black at-the-money (no-smile) volatility curve.

This abstract class defines the interface of concrete Black at-the-money (no-smile) volatility curves which will be derived from this one.

Volatilities are assumed to be expressed on an annual basis.

## Constructor & Destructor Documentation

### BlackAtmVolCurve (BusinessDayConvention bdc = Following, const DayCounter & dc = DayCounter())

default constructor

**Warning**

term structures initialized by means of this constructor must manage their own reference date by overriding the **referenceDate()** method.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

atmVariance(3), atmVol(3) and BlackAtmVolCurve(3) are aliases of QuantLib_BlackAtmVolCurve(3).