I'm trying to build a day weight 'aware' vol curve (simple term structure in time, but flat across a given time slice) in quantlib. I've supplied a list of dates & vols and built it with ql.blackVarianceCurve, trying different pre-defined daycount types (Actual365Fixed, Business252 etc). My aim would be initially to produce a vol curve that has constant variance per business day. So if I were to give it 1w vol = 10%, it would understand that (ignoring holidays) 1w at 10% represents term varian

Day weight conventions for vol curves in quantlib
R Finn
