fastfouriertransform.hpp

Langue: en

Version: 375564 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/math/fastfouriertransform.hpp -

Fast Fourier Transform.

SYNOPSIS


#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <vector>
#include <iterator>

Classes


class FastFourierTransform
FFT implementation.

Detailed Description

Fast Fourier Transform.

Author

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