Package org.jquantlib.termstructures.volatilities

Examples of org.jquantlib.termstructures.volatilities.BlackConstantVol.blackVariance()

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        }else{
            System.out.println("The forward volatilities may not be constant");
        }

        //Calculating blackVariance
        System.out.println("BlackVariance = "+constantVolatility.blackVariance(date10.clone(), 20));

        //Calculating blackForwardVariance
        System.out.println("BlackForwardVariance = "+constantVolatility.blackForwardVariance(date10.clone(), date15.clone(), 20, true));

        //As BlackConstantVol termstructure has been initialized using relinkable handle so lets change the observable SimpleQuote of this handle
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        }else{
            System.out.println("The forward volatilities may not be constant");
        }

        //Calculating blackVariance
        System.out.println("BlackVariance = "+constantVolatility.blackVariance(date10.clone(), 20));

        //Calculating blackForwardVariance
        System.out.println("BlackForwardVariance = "+constantVolatility.blackForwardVariance(date10.clone(), date15.clone(), 20, true));

        System.out.println("//===============================BlackVarianceCurve================================");
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