[Quantlib-dev] How to use class BlackVarianceCurve

[Max <ma...@gm...>]

Hi,

I try to create a volatility term structures (ATM) using class
BlackVarianceCurve.
Below is a simple program. But it fails to compile due to the access the
protected member function blackVarianceImpl().

#include <ql/quantlib.hpp>
#include <iostream>

using namespace QuantLib;

int main() {

    DayCounter dc = Actual365Fixed();

    Date today(25, Feb, 2008);
    std::vector<Date> dates;
    dates.push_back(Date(25, Aug, 2008));
    dates.push_back(Date(25, Feb, 2009));

    std::vector<Volatility> vols;
    vols.push_back(24.9358/100); // 25 Aug 2008
    vols.push_back(21.4448/100); // 25 Aug 2009

    // volatility term structures
    boost::shared_ptr<BlackVolTermStructure> volTS(
        new BlackVarianceCurve(today, dates, vols, dc, false));

    Real result_vol = volTS->blackVarianceImpl((Time)0.49863, (Real)0);

    std::cout << "result_vol = " << result_vol << std::endl;
}


Here is the compilation error message (using GCC):

main.cpp: In function `int main()':
/usr/local/include/ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp:120:
error: `virtual QuantLib::Real
QuantLib::BlackVolTermStructure::blackVarianceImpl(QuantLib::Time,
QuantLib::Real) const' is protected
main.cpp:23: error: within this context


May I know why the blackVarianceImpl() cannot be accessed in this way?
Also I wonder what is the proper way to create ATM volatility term structure
using QuantLib.
Thanks!

Best regards,
Max