forwardVolatility3 = varianceSurface.blackForwardVol(date27.clone(), date35.clone(), 50, true);
System.out.println("Interpolated BlackForwardVolatility on BlackVarianceSurface = "+forwardVolatility3);
//Calculating blackVariance using maturity as 12 days after today and strike as 20
System.out.println("Interpolated BlackVariance on BlackVarianceSurface = "+varianceSurface.blackVariance(date12.clone(), 20));
//Calculating blackForwardVariance between 12 days after today and 16 days after today with strike as 20
System.out.println("Interpolated BlackForwardVariance on BlackVarianceSurface = "+varianceSurface.blackForwardVariance(date12.clone(), date16.clone(), 20, true));
System.out.println("//================================ImpliedVolTermStructure=============================");