1 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ 2 3 /* 4 5 Copyright (C) 2007 Mark Joshi 6 7 This file is part of QuantLib, a free-software/open-source library 8 for financial quantitative analysts and developers - http://quantlib.org/ 9 10 QuantLib is free software: you can redistribute it and/or modify it 11 under the terms of the QuantLib license. You should have received a 12 copy of the license along with this program; if not, please email 13 <quantlib-dev@lists.sf.net>. The license is also available online at 14 <http://quantlib.org/license.shtml>. 15 16 This program is distributed in the hope that it will be useful, but WITHOUT 17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS 18 FOR A PARTICULAR PURPOSE. See the license for more details. 19 */ 20 21 22 #include <ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp> 23 24 namespace QuantLib 25 { VolatilityInterpolationSpecifier()26 VolatilityInterpolationSpecifier::VolatilityInterpolationSpecifier() 27 { 28 } 29 ~VolatilityInterpolationSpecifier()30 VolatilityInterpolationSpecifier::~VolatilityInterpolationSpecifier() 31 { 32 } 33 } 34 35