final RelinkableHandle<BlackVolTermStructure> varianceCurveHandle = new RelinkableHandle<BlackVolTermStructure>(varianceCurve);
final BlackVarianceTermStructure impliedVolTermStructure = new ImpliedVolTermStructure(varianceCurveHandle, today);
//Calculating blackVolatility using maturity as 12 days after today and strike as 20
volatility1 = varianceCurve.blackVol(date12.clone(), 20);
final double impliedVolatility1 = impliedVolTermStructure.blackVol(date12.clone(), 20);
if(volatility1 == impliedVolatility1){
System.out.println("Interpolated BlackVolatility on BlackVarianceCurve is same for varianceCurve and ImpliedVolTermStructure derived on it and = "+volatility1);
}