# QuantLib_BlackVolSurface man page

BlackVolSurface — Black volatility (smile) surface.

## Synopsis

`#include <ql/experimental/volatility/blackvolsurface.hpp>`

Inherits **BlackAtmVolCurve**.

Inherited by **EquityFXVolSurface**, and **InterestRateVolSurface**.

### Public Member Functions

**Constructors**

See the **TermStructure** documentation for issues regarding constructors.

BlackVolSurface(BusinessDayConventionbdc=Following, constDayCounter&dc=DayCounter())

default constructorBlackVolSurface(constDate&referenceDate, constCalendar&cal=Calendar(),BusinessDayConventionbdc=Following, constDayCounter&dc=DayCounter())

initialize with a fixed reference dateBlackVolSurface(Natural settlementDays, constCalendar&,BusinessDayConventionbdc=Following, constDayCounter&dc=DayCounter())

calculate the reference date based on the global evaluation date

**Black spot volatility**

boost::shared_ptr<SmileSection>smileSection(constPeriod&, bool extrapolate) const

returns the smile for a given option tenor

boost::shared_ptr<SmileSection>smileSection(constDate&, bool extrapolate) const

returns the smile for a given option date

boost::shared_ptr<SmileSection>smileSection(Time, bool extrapolate) const

returns the smile for a given option time

**Visitability**

voidaccept(AcyclicVisitor&)

### Protected Member Functions

**BlackAtmVolCurve interface**

Real atmVarianceImpl(Timet) const

spot at-the-money variance calculationVolatility atmVolImpl(Timet) const

spot at-the-money volatility calculation

**Calculations**

This method must be implemented in derived classes to perform the actual volatility calculations. When it is called, time check has already been performed; therefore, it must assume that time-extrapolation is allowed.

virtual boost::shared_ptr<SmileSection>smileSectionImpl(Time) const =0

### Additional Inherited Members

## Detailed Description

Black volatility (smile) surface.

This abstract class defines the interface of concrete Black volatility (smile) surface which will be derived from this one.

Volatilities are assumed to be expressed on an annual basis.

## Constructor & Destructor Documentation

### BlackVolSurface (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

BlackVolSurface(3), smileSection(3) and smileSectionImpl(3) are aliases of QuantLib_BlackVolSurface(3).