/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2002, 2003 RiskMap srl

 Copyright (C) 2003, 2004, 2005, 2006 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <https://www.quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT

 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

 FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>

namespace QuantLib {

    OptionletVolatilityStructure::OptionletVolatilityStructure(

                                                    BusinessDayConvention bdc,

                                                    const DayCounter& dc)

    : VolatilityTermStructure(bdc, dc) {}

    OptionletVolatilityStructure::OptionletVolatilityStructure(

                                                    const Date& referenceDate,

                                                    const Calendar& cal,

                                                    BusinessDayConvention bdc,

                                                    const DayCounter& dc)

    : VolatilityTermStructure(referenceDate, cal, bdc, dc) {}

    OptionletVolatilityStructure::OptionletVolatilityStructure(

                                                    Natural settlementDays,

                                                    const Calendar& cal,

                                                    BusinessDayConvention bdc,

                                                    const DayCounter& dc)

    : VolatilityTermStructure(settlementDays, cal, bdc, dc) {}

}