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

default constructor **BlackAtmVolCurve** (const **Date** &**referenceDate**, const **Calendar** &cal=**Calendar**(), **BusinessDayConvention** bdc=**Following**, const **DayCounter** &dc=**DayCounter**())

initialize with a fixed reference date **BlackAtmVolCurve** (**Natural settlementDays**, const **Calendar** &, **BusinessDayConvention** bdc=**Following**, const **DayCounter** &dc=**DayCounter**())

calculate the reference date based on the global evaluation date

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

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

spot at-the-money volatility **Volatility atmVol** (const **Date** &maturity, bool extrapolate=false) const

spot at-the-money volatility **Volatility atmVol** (**Time** maturity, bool extrapolate=false) const

spot at-the-money volatility **Real atmVariance** (const **Period** &optionTenor, bool extrapolate=false) const

spot at-the-money variance **Real atmVariance** (const **Date** &maturity, bool extrapolate=false) const

spot at-the-money variance **Real atmVariance** (**Time** maturity, bool extrapolate=false) const

spot at-the-money variance

**Visitability**

virtual void **accept** (**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.

virtual **Real atmVarianceImpl** (**Time** t) const =0

spot at-the-money variance calculation

virtual **Volatility atmVolImpl** (**Time** t) 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

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