System.out.println("Interpolated BlackForwardVolatility on BlackVarianceCurve is same for varianceCurve and ImpliedVolTermStructure derived on it and = "+forwardVolatility1);
}
//Calculating blackForwardVolatility between 22 days after today and 26 days after today with strike as 40
forwardVolatility2 = varianceCurve.blackForwardVol(date22.clone(), date26.clone(), 40, true);
final double impliedForwardVolatility2 = impliedVolTermStructure.blackForwardVol(date22.clone(), date26.clone(), 40, true);
if(forwardVolatility2 == impliedForwardVolatility2){
System.out.println("Interpolated BlackForwardVolatility on BlackVarianceCurve is same for varianceCurve and ImpliedVolTermStructure derived on it and = "+forwardVolatility2);
}
//Calculating blackForwardVolatility between 27 days after today and 35 days after today with strike as 60