quantlib.termstructures.volatility.equityfx.black\_constant\_vol.BlackConstantVol
=================================================================================

.. currentmodule:: quantlib.termstructures.volatility.equityfx.black_constant_vol

.. autoclass:: BlackConstantVol
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~BlackConstantVol.__init__
      ~BlackConstantVol.blackForwardVariance
      ~BlackConstantVol.blackForwardVol
      ~BlackConstantVol.blackVariance
      ~BlackConstantVol.blackVol
      ~BlackConstantVol.option_date_from_tenor
      ~BlackConstantVol.time_from_reference
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~BlackConstantVol.calendar
      ~BlackConstantVol.extrapolation
      ~BlackConstantVol.reference_date
      ~BlackConstantVol.settlement_days