}
//Calculating blackVariance using maturity as 12 days after today and strike as 20
final double variance = varianceCurve.blackVariance(date12.clone(), 20);
final double impliedVariance = impliedVolTermStructure.blackVariance(date12.clone(), 20);
if(variance == impliedVariance){
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