# QuantLib_BlackVolTermStructure man page

BlackVolTermStructure — Black-volatility term structure.

## Synopsis

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

Inherits **VolatilityTermStructure**.

Inherited by **BlackVarianceTermStructure**, **BlackVolatilityTermStructure**, and HestonBlackVolSurface.

### Public Member Functions

**Constructors**

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

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

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

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

calculate the reference date based on the global evaluation date

**Black Volatility**

Volatility blackVol(constDate&maturity,Realstrike, bool extrapolate=false) const

spot volatilityVolatility blackVol(Timematurity,Realstrike, bool extrapolate=false) const

spot volatilityReal blackVariance(constDate&maturity,Realstrike, bool extrapolate=false) const

spot varianceReal blackVariance(Timematurity,Realstrike, bool extrapolate=false) const

spot varianceVolatility blackForwardVol(constDate&date1, constDate&date2,Realstrike, bool extrapolate=false) const

forward (at-the-money) volatilityVolatility blackForwardVol(Timetime1,Timetime2,Realstrike, bool extrapolate=false) const

forward (at-the-money) volatilityReal blackForwardVariance(constDate&date1, constDate&date2,Realstrike, bool extrapolate=false) const

forward (at-the-money) varianceReal blackForwardVariance(Timetime1,Timetime2,Realstrike, bool extrapolate=false) const

forward (at-the-money) variance

**Visitability**

virtual voidaccept(AcyclicVisitor&)

### Protected Member Functions

**Calculations**

These methods must be implemented in derived classes to perform the actual volatility calculations. When they are called, range check has already been performed; therefore, they must assume that extrapolation is required.

virtualReal blackVarianceImpl(Timet,Realstrike) const =0

Black variance calculation.

virtualVolatility blackVolImpl(Timet,Realstrike) const =0

Black volatility calculation.

### Additional Inherited Members

## Detailed Description

Black-volatility term structure.

This abstract class defines the interface of concrete Black-volatility term structures which will be derived from this one.

Volatilities are assumed to be expressed on an annual basis.

## Constructor & Destructor Documentation

### BlackVolTermStructure (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

blackForwardVariance(3), blackForwardVol(3), blackVariance(3), blackVol(3) and BlackVolTermStructure(3) are aliases of QuantLib_BlackVolTermStructure(3).