quantlib.termstructures.volatility.equityfx.black\_vol\_term\_structure.BlackVarianceTermStructure
==================================================================================================

.. currentmodule:: quantlib.termstructures.volatility.equityfx.black_vol_term_structure

.. autoclass:: BlackVarianceTermStructure
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~BlackVarianceTermStructure.calendar
      ~BlackVarianceTermStructure.extrapolation
      ~BlackVarianceTermStructure.reference_date
      ~BlackVarianceTermStructure.settlement_days