[Quantlib-dev] inline calls to volatility bridges?

[Jose Aparicio-N. <ja...@fr...>]

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