Which interest rate to use for computing IV: FlatForward doesn't make sense?

Question

I am confused by quantlib yield classes: it doesn't make sense to use one interest rate , eg, today's rate, for an option chain that has different expiry .

Say you have a yield curve at time t (today) that goes out from one month to thirty years. If you have several European equity options that expires in say several possibilities (an option chain): a week, three weeks, one month, three months or six months, to compute the implied volatility , do you still use for each expiry , the interest rate ( QuantLib::Rate riskFreeRate ) ;closest to today, or do you use the yield curve and instead of using FlatForward use something else?

Answer 1

I found an answer that sort of what I was asking for here I am still uncertain, but this seems like a logical answer.

So if I have a European option and it expires in six months, one possibility is to use the six month t-bill [or corresponding rate on the YC] rate and annualize it using FlatForward .