# 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** (**BusinessDayConvention** bdc=**Following**, const **DayCounter** &dc=**DayCounter**())

default constructor **BlackVolTermStructure** (const **Date** &**referenceDate**, const **Calendar** &cal=**Calendar**(), **BusinessDayConvention** bdc=**Following**, const **DayCounter** &dc=**DayCounter**())

initialize with a fixed reference date **BlackVolTermStructure** (**Natural settlementDays**, const **Calendar** &, **BusinessDayConvention** bdc=**Following**, const **DayCounter** &dc=**DayCounter**())

calculate the reference date based on the global evaluation date

**Black Volatility**

**Volatility blackVol** (const **Date** &maturity, **Real** strike, bool extrapolate=false) const

spot volatility **Volatility blackVol** (**Time** maturity, **Real** strike, bool extrapolate=false) const

spot volatility **Real blackVariance** (const **Date** &maturity, **Real** strike, bool extrapolate=false) const

spot variance **Real blackVariance** (**Time** maturity, **Real** strike, bool extrapolate=false) const

spot variance **Volatility blackForwardVol** (const **Date** &date1, const **Date** &date2, **Real** strike, bool extrapolate=false) const

forward (at-the-money) volatility **Volatility blackForwardVol** (**Time** time1, **Time** time2, **Real** strike, bool extrapolate=false) const

forward (at-the-money) volatility **Real blackForwardVariance** (const **Date** &date1, const **Date** &date2, **Real** strike, bool extrapolate=false) const

forward (at-the-money) variance **Real blackForwardVariance** (**Time** time1, **Time** time2, **Real** strike, bool extrapolate=false) const

forward (at-the-money) variance

**Visitability**

virtual void **accept** (**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.

virtual **Real blackVarianceImpl** (**Time** t, **Real** strike) const =0

Black variance calculation.

virtual **Volatility blackVolImpl** (**Time** t, **Real** strike) 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

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