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

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

.. autoclass:: BlackVolTermStructure
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~BlackVolTermStructure.calendar
      ~BlackVolTermStructure.extrapolation
      ~BlackVolTermStructure.reference_date
      ~BlackVolTermStructure.settlement_days