quantlib.termstructures.volatility.equityfx.black\_variance\_surface.BlackVarianceSurface
=========================================================================================

.. currentmodule:: quantlib.termstructures.volatility.equityfx.black_variance_surface

.. autoclass:: BlackVarianceSurface
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~BlackVarianceSurface.__init__
      ~BlackVarianceSurface.blackForwardVariance
      ~BlackVarianceSurface.blackForwardVol
      ~BlackVarianceSurface.blackVariance
      ~BlackVarianceSurface.blackVol
      ~BlackVarianceSurface.option_date_from_tenor
      ~BlackVarianceSurface.set_interpolation
      ~BlackVarianceSurface.time_from_reference
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

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