//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=============================");
//As mentioned in the java docs the implied volatility termstructure remains linked to
//the underlying termstructure and changes to same are linked to ImpliedVolTermStructure