# QuantLib_ExtendedBlackVarianceCurve man page

ExtendedBlackVarianceCurve — Black volatility curve modelled as variance curve.

## Synopsis

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

Inherits **BlackVarianceTermStructure**.

### Public Member Functions

ExtendedBlackVarianceCurve(constDate&referenceDate, const std::vector<Date> &dates, const std::vector<Handle<Quote> > &volatilities, constDayCounter&dayCounter, bool forceMonotoneVariance=true)DayCounter dayCounter() const

the day counter used for date/time conversionDate maxDate() const

the latest date for which the curve can return valuesReal 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

template<class Interpolator > voidsetInterpolation(const Interpolator &i=Interpolator())

voidaccept(AcyclicVisitor&)

voidupdate()

### Additional Inherited Members

## Detailed Description

Black volatility curve modelled as variance curve.

This class is similar to **BlackVarianceCurve**, but extends it to use quotes for the input volatilities.

## Member Function Documentation

### void update () [virtual]

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Implements **Observer**.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

ExtendedBlackVarianceCurve(3) is an alias of QuantLib_ExtendedBlackVarianceCurve(3).