inline calls to volatility bridges?

Posted by japari on Jan 28, 2009; 7:12am
URL: http://quantlib.414.s1.nabble.com/inline-calls-to-volatility-bridges-tp9026.html

Hi all,
Maybe I am missing something but should not these methods be inlined?
In file: swaptionconstantvol.cpp

    Volatility ConstantSwaptionVolatility::volatilityImpl(const Date&,
                                                          const Period&,
                                                          Rate) const {
        return volatility_->value();
    }

    Volatility ConstantSwaptionVolatility::volatilityImpl(Time,
                                                          Time,
                                                          Rate) const {
        return volatility_->value();
    }

the same goes for the equivalent methods in spreadedswaptionvol.cpp

Regards
pp

------------------------------------------------------------------------------
This SF.net email is sponsored by:
SourcForge Community
SourceForge wants to tell your story.
http://p.sf.net/sfu/sf-spreadtheword
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev