Why I use Black formula rather than Black-Scholes

When I need to price a European option, I use Black formula rather than Black-Scholes. Although both formulas give the same result when applied correctly, I think that Black formula is a bit more general. Let me show why.

Pricing interest rate swaps

To price an interest rate swap (e.g. fixed versus 6 months LIBOR paid semi-annually), one needs to use 2 zero-rate curves: a discount curve and a prediction curve (a.k.a. forecast curve). This article by Bruce Tuckman and Pedro Porfirio gives (in my opinion) the clearest explanation why one curve is not enough.