quantlib.termstructures.volatility.equityfx.black\_variance\_curve.BlackVarianceCurve
=====================================================================================

.. currentmodule:: quantlib.termstructures.volatility.equityfx.black_variance_curve

.. autoclass:: BlackVarianceCurve
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~BlackVarianceCurve.calendar
      ~BlackVarianceCurve.extrapolation
      ~BlackVarianceCurve.max_strike
      ~BlackVarianceCurve.min_strike
      ~BlackVarianceCurve.reference_date
      ~BlackVarianceCurve.settlement_days