# QuantLib_BlackVarianceCurve man page

BlackVarianceCurve — Black volatility curve modelled as variance curve.

## Synopsis

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

Inherits **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.

### Additional Inherited Members

## 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**.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

BlackVarianceCurve(3), blackVarianceImpl(3) and setInterpolation(3) are aliases of QuantLib_BlackVarianceCurve(3).