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

the day counter used for date/time conversion **Date maxDate** () const

the latest date for which the curve can return values **Real minStrike** () const

the minimum strike for which the term structure can return vols **Real maxStrike** () const

the maximum strike for which the term structure can return vols

template<class Interpolator > void **setInterpolation** (const Interpolator &i=Interpolator())

void **accept** (**AcyclicVisitor** &)

void **update** ()

### 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).