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