[Quantlib-dev] Implementing complex arrays

[Joseph W. <jo...@gn...>]

I'm in the process of adding some functionality to deal with Levy processes 
which involves implementing fast fourier transforms and the ability to deal 
with characteristic functions and PIDE's. 

The question I have is that these functions require complex arrays and I was 
wondering the best way of implementing those.  The thought occurs to me that 
we can create an ArrayTemplate class and then

typedef ArrayTemplate<Real> Array
typedef ArrayTemplate<complex<Real> > ComplexArray

Alternatively one can to 

class ComplexArray {
   Array real;
   Array imaginary;
}

Or perhaps

template <class T>
class ComplexTemplate {
    T real;
    T imaginary;
};

typedef ComplexTemplate<Array> ComplexArray;

Thoughts?