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

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

.. autoclass:: BlackVolatilityTermStructure
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~BlackVolatilityTermStructure.calendar
      ~BlackVolatilityTermStructure.extrapolation
      ~BlackVolatilityTermStructure.reference_date
      ~BlackVolatilityTermStructure.settlement_days