System.out.println("Interpolated BlackVariance on BlackVarianceCurve is same for varianceCurve and ImpliedVolTermStructure derived on it and = "+varianceCurve.blackVariance(date12.clone(), 20));
}
//Calculating blackForwardVariance between 12 days after today and 16 days after today with strike as 20
final double forwardVariance = varianceCurve.blackForwardVariance(date12.clone(), date16.clone(), 20, true);
final double impliedForwardVariance = impliedVolTermStructure.blackForwardVariance(date12.clone(), date16.clone(), 20, true);
if(forwardVariance == impliedForwardVariance){
System.out.println("Interpolated BlackForwardVariance on BlackVarianceCurve is same for varianceCurve and ImpliedVolTermStructure derived on it and = "+varianceCurve.blackForwardVariance(date12.clone(), date16.clone(), 20, true));
}
System.out.println("//================================LocalConstantVol=======================================");