# QuantLib_BlackVarianceSurface man page

BlackVarianceSurface — Black volatility surface modelled as variance surface.

## Synopsis

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

Inherits **BlackVarianceTermStructure**.

### Public Types

enumExtrapolation{ConstantExtrapolation,InterpolatorDefaultExtrapolation}

### Public Member Functions

BlackVarianceSurface(constDate&referenceDate, constCalendar&cal, const std::vector<Date> &dates, const std::vector<Real> &strikes, constMatrix&blackVolMatrix, constDayCounter&dayCounter, Extrapolation lowerExtrapolation=InterpolatorDefaultExtrapolation, Extrapolation upperExtrapolation=InterpolatorDefaultExtrapolation)

**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,Realstrike) 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).