# QuantLib_BlackVarianceSurface man page

BlackVarianceSurface — Black volatility surface modelled as variance surface.

## Synopsis

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

Inherits **BlackVarianceTermStructure**.

### Public Types

enum **Extrapolation** { **ConstantExtrapolation**, **InterpolatorDefaultExtrapolation** }

### Public Member Functions

**BlackVarianceSurface** (const **Date** &**referenceDate**, const **Calendar** &cal, const std::vector< **Date** > &dates, const std::vector< **Real** > &strikes, const **Matrix** &blackVolMatrix, const **DayCounter** &**dayCounter**, Extrapolation lowerExtrapolation=InterpolatorDefaultExtrapolation, Extrapolation upperExtrapolation=InterpolatorDefaultExtrapolation)

**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** strike) const

Black variance calculation.

### Additional Inherited Members

## Detailed Description

Black volatility surface modelled as variance surface.

This class calculates time/strike dependent Black volatilities using as input a matrix of Black volatilities observed in the market.

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

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

BlackVarianceSurface(3) is an alias of QuantLib_BlackVarianceSurface(3).