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<!-- doxytag: class="QuantLib::BlackVolSurface" --><!-- doxytag: inherits="QuantLib::BlackAtmVolCurve" -->
<p>Black volatility (smile) surface.
<a href="class_quant_lib_1_1_black_vol_surface.html#details">More...</a></p>
<p><code>#include <ql/experimental/volatility/blackvolsurface.hpp></code></p>
<div class="dynheader">
Inheritance diagram for BlackVolSurface:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_black_vol_surface__inherit__graph.png" border="0" usemap="#_black_vol_surface_inherit__map" alt="Inheritance graph"/></div>
<map name="_black_vol_surface_inherit__map" id="_black_vol_surface_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_equity_f_x_vol_surface.html" title="Equity/FX volatility (smile) surface." alt="" coords="5,166,144,197"/><area shape="rect" id="node7" href="class_quant_lib_1_1_interest_rate_vol_surface.html" title="Interest rate volatility (smile) surface." alt="" coords="168,166,323,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_black_atm_vol_curve.html" title="Black at-the-money (no-smile) volatility curve." alt="" coords="95,6,225,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_black_vol_surface-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">Constructors</div></td></tr>
<tr><td colspan="2"><div class="groupText"><p>See the <a class="el" href="class_quant_lib_1_1_term_structure.html" title="Basic term-structure functionality.">TermStructure</a> documentation for issues regarding constructors. </p>
</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_surface.html#a3152b6bf490ea2cfa5ae0af7aad2ad65">BlackVolSurface</a> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_surface.html#aa38e554a3ddfabe77ad448430e6304fa">BlackVolSurface</a> (<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default constructor <a href="#aa38e554a3ddfabe77ad448430e6304fa"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a36d6c83a231ba52c91b94b2351dadbba"></a><!-- doxytag: member="QuantLib::BlackVolSurface::BlackVolSurface" ref="a36d6c83a231ba52c91b94b2351dadbba" args="(const Date &referenceDate, const Calendar &cal=Calendar(), BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())" -->
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_surface.html#a36d6c83a231ba52c91b94b2351dadbba">BlackVolSurface</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#aa9ae6cc6009ac64d4f265065eab08be0">referenceDate</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal=<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>(), <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">initialize with a fixed reference date <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a623d0f595d50ad0994d9970b329c4b07"></a><!-- doxytag: member="QuantLib::BlackVolSurface::BlackVolSurface" ref="a623d0f595d50ad0994d9970b329c4b07" args="(Natural settlementDays, const Calendar &, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())" -->
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_surface.html#a623d0f595d50ad0994d9970b329c4b07">BlackVolSurface</a> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#ab6506da60fec85c6f146f1b43116de70">settlementDays</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc=Following, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">calculate the reference date based on the global evaluation date <br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Black spot volatility</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad3e4d80efb08be55b65ab6cf23c7924e"></a><!-- doxytag: member="QuantLib::BlackVolSurface::smileSection" ref="ad3e4d80efb08be55b65ab6cf23c7924e" args="(const Period &, bool extrapolate) const " -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_surface.html#ad3e4d80efb08be55b65ab6cf23c7924e">smileSection</a> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &, bool extrapolate) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option tenor <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a484e8f48a2fe92a9aaac3e1dc670d3fc"></a><!-- doxytag: member="QuantLib::BlackVolSurface::smileSection" ref="a484e8f48a2fe92a9aaac3e1dc670d3fc" args="(const Date &, bool extrapolate) const " -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_surface.html#a484e8f48a2fe92a9aaac3e1dc670d3fc">smileSection</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, bool extrapolate) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option date <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3fda1b45776741cd9b66565d3c9ca1b8"></a><!-- doxytag: member="QuantLib::BlackVolSurface::smileSection" ref="a3fda1b45776741cd9b66565d3c9ca1b8" args="(Time, bool extrapolate) const " -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_surface.html#a3fda1b45776741cd9b66565d3c9ca1b8">smileSection</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, bool extrapolate) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the smile for a given option time <br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1d7eaf2f5dccce1c7781b54d64ba4a07"></a><!-- doxytag: member="QuantLib::BlackVolSurface::accept" ref="a1d7eaf2f5dccce1c7781b54d64ba4a07" args="(AcyclicVisitor &)" -->
void </td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &)</td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">BlackAtmVolCurve interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a399f9448fe345c23f0484547b98749fc"></a><!-- doxytag: member="QuantLib::BlackVolSurface::atmVarianceImpl" ref="a399f9448fe345c23f0484547b98749fc" args="(Time t) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_surface.html#a399f9448fe345c23f0484547b98749fc">atmVarianceImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">spot at-the-money variance calculation <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a19afdb51423c925cb7f5ce598b2369ec"></a><!-- doxytag: member="QuantLib::BlackVolSurface::atmVolImpl" ref="a19afdb51423c925cb7f5ce598b2369ec" args="(Time t) const " -->
<a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_vol_surface.html#a19afdb51423c925cb7f5ce598b2369ec">atmVolImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">spot at-the-money volatility calculation <br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Calculations</div></td></tr>
<tr><td colspan="2"><div class="groupText"><p>This method must be implemented in derived classes to perform the actual volatility calculations. When it is called, time check has already been performed; therefore, it must assume that time-extrapolation is allowed. </p>
</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0234ac85220b034978d6c07c34a4c29c"></a><!-- doxytag: member="QuantLib::BlackVolSurface::smileSectionImpl" ref="a0234ac85220b034978d6c07c34a4c29c" args="(Time) const =0" -->
virtual boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a> > </td><td class="memItemRight" valign="bottom"><b>smileSectionImpl</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const =0</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Black volatility (smile) surface. </p>
<p>This abstract class defines the interface of concrete Black volatility (smile) surface which will be derived from this one.</p>
<p>Volatilities are assumed to be expressed on an annual basis. </p>
</div><hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="a3152b6bf490ea2cfa5ae0af7aad2ad65"></a><!-- doxytag: member="QuantLib::BlackVolSurface::BlackVolSurface" ref="a3152b6bf490ea2cfa5ae0af7aad2ad65" args="(const Calendar &cal, BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())" -->
<div class="memitem">
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<td class="memname"><a class="el" href="class_quant_lib_1_1_black_vol_surface.html">BlackVolSurface</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> & </td>
<td class="paramname"><em>cal</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td>
<td class="paramname"><em>bdc</em> = <code>Following</code>, </td>
</tr>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname"><em>dc</em> = <code><a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>()</code> </td>
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<td></td>
<td>)</td>
<td></td><td></td>
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<div class="memdoc">
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000022">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#aa9ae6cc6009ac64d4f265065eab08be0" title="the date at which discount = 1.0 and/or variance = 0.0">referenceDate()</a> method. </dd></dl>
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</div>
<a class="anchor" id="aa38e554a3ddfabe77ad448430e6304fa"></a><!-- doxytag: member="QuantLib::BlackVolSurface::BlackVolSurface" ref="aa38e554a3ddfabe77ad448430e6304fa" args="(BusinessDayConvention bdc=Following, const DayCounter &dc=DayCounter())" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_black_vol_surface.html">BlackVolSurface</a> </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td>
<td class="paramname"><em>bdc</em> = <code>Following</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td>
<td class="paramname"><em>dc</em> = <code><a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>()</code> </td>
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<td></td>
<td>)</td>
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<div class="memdoc">
<p>default constructor </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000023">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#aa9ae6cc6009ac64d4f265065eab08be0" title="the date at which discount = 1.0 and/or variance = 0.0">referenceDate()</a> method. </dd></dl>
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