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Real QuantLib::BlackVolatilityTermStructure::blackVarianceImpl ( Time  maturity,
Real  strike 
) const [inline, protected, virtual]

Returns the variance for the given strike and date calculating it from the volatility.

Implements QuantLib::BlackVolTermStructure.

Definition at line 362 of file voltermstructure.hpp.

References QuantLib::BlackVolTermStructure::blackVolImpl().

                                                                           {
        Volatility vol = blackVolImpl(maturity, strike);
        return vol*vol*maturity;
    }


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