# QuantLib_ImpliedVolTermStructure man page

ImpliedVolTermStructure — Implied vol term structure at a given date in the future.

## Synopsis

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

Inherits **BlackVarianceTermStructure**.

### Public Member Functions

**ImpliedVolTermStructure** (const **Handle**< **BlackVolTermStructure** > &origTS, const **Date** &**referenceDate**)

**TermStructure interface**

**DayCounter dayCounter** () const

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

the latest date for which the curve can return values

**VolatilityTermStructure interface**

**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

**Visitability**

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

### Protected Member Functions

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

Black variance calculation.

### Additional Inherited Members

## Detailed Description

Implied vol term structure at a given date in the future.

The given date will be the implied reference date.

**Note:**

This term structure will remain linked to the original structure, i.e., any changes in the latter will be reflected in this structure as well.

**Warning**

It doesn't make financial sense to have an asset-dependant implied Vol Term Structure. This class should be used with term structures that are time dependant only.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

ImpliedVolTermStructure(3) is an alias of QuantLib_ImpliedVolTermStructure(3).