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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_black_volatility_term_structure.html">BlackVolatilityTermStructure</a></div>
<h1>BlackVolatilityTermStructure Class Reference</h1><!-- doxytag: class="QuantLib::BlackVolatilityTermStructure" --><!-- doxytag: inherits="QuantLib::BlackVolTermStructure" --><code>#include &lt;ql/voltermstructure.hpp&gt;</code>
<p>
Inheritance diagram for BlackVolatilityTermStructure:<p><center><img src="class_quant_lib_1_1_black_volatility_term_structure__inherit__graph.png" border="0" usemap="#_black_volatility_term_structure__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_black_volatility_term_structure-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Black-volatility term structure. 
<p>
This abstract class acts as an adapter to <a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html">BlackVolTermStructure</a> allowing the programmer to implement only the <code>blackVolImpl(Time, Real, bool)</code> method in derived classes.<p>
Volatility are assumed to be expressed on an annual basis. 
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1d7eaf2f5dccce1c7781b54d64ba4a07"></a><!-- doxytag: member="QuantLib::BlackVolatilityTermStructure::accept" ref="1d7eaf2f5dccce1c7781b54d64ba4a07" args="(AcyclicVisitor &amp;)" -->
virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &amp;)</td></tr>

<tr><td colspan="2"><br><h2>Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">Real&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_volatility_term_structure.html#a94e0c7992b87561649e53b706066702">blackVarianceImpl</a> (Time maturity, Real strike) const</td></tr>

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<hr><h2>Constructor &amp; Destructor Documentation</h2>
<a class="anchor" name="1340f569b502c4424994e6b8a8fc2011"></a><!-- doxytag: member="QuantLib::BlackVolatilityTermStructure::BlackVolatilityTermStructure" ref="1340f569b502c4424994e6b8a8fc2011" args="()" -->
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          <td class="memname"><a class="el" href="class_quant_lib_1_1_black_volatility_term_structure.html">BlackVolatilityTermStructure</a>           </td>
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<p>
default constructor 
<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000091">Warning:</a></b></dt><dd>term structures initialized by means of this constructor must manage their own reference date by overriding the <a class="el" href="class_quant_lib_1_1_term_structure.html#34aadf8e384e50e6ee34067cc448262a">referenceDate()</a> method. </dd></dl>

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<a class="anchor" name="1340f569b502c4424994e6b8a8fc2011"></a><!-- doxytag: member="QuantLib::BlackVolatilityTermStructure::BlackVolatilityTermStructure" ref="1340f569b502c4424994e6b8a8fc2011" args="()" -->
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<p>
default constructor 
<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000091">Warning:</a></b></dt><dd>term structures initialized by means of this constructor must manage their own reference date by overriding the <a class="el" href="class_quant_lib_1_1_term_structure.html#34aadf8e384e50e6ee34067cc448262a">referenceDate()</a> method. </dd></dl>

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<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="a94e0c7992b87561649e53b706066702"></a><!-- doxytag: member="QuantLib::BlackVolatilityTermStructure::blackVarianceImpl" ref="a94e0c7992b87561649e53b706066702" args="(Time maturity, Real strike) const" -->
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          <td class="memname">Real blackVarianceImpl           </td>
          <td>(</td>
          <td class="paramtype">Time&nbsp;</td>
          <td class="paramname"> <em>maturity</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">Real&nbsp;</td>
          <td class="paramname"> <em>strike</em></td><td>&nbsp;</td>
        </tr>
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          <td></td>
          <td>)</td>
          <td></td><td></td><td width="100%"> const<code> [protected, virtual]</code></td>
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<p>
Returns the variance for the given strike and date calculating it from the volatility. 
<p>
Implements <a class="el" href="class_quant_lib_1_1_black_vol_term_structure.html#8f201d5f64aee87d444db159f62637f6">BlackVolTermStructure</a>.
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