# 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(constDate&referenceDate, const std::vector<Date> &dates, const std::vector<Volatility> &blackVolCurve, constDayCounter&dayCounter, bool forceMonotoneVariance=true)

**TermStructure interface**

DayCounter dayCounter() const

the day counter used for date/time conversionDate 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 volsReal maxStrike() const

the maximum strike for which the term structure can return vols

**Modifiers**

template<class Interpolator > voidsetInterpolation(const Interpolator &i=Interpolator())

**Visitability**

virtual voidaccept(AcyclicVisitor&)

### Protected Member Functions

virtualReal blackVarianceImpl(Timet,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).