[Quantlib-dev] One more thing about fft and complex classes....

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

If anyone knows of any fft classes or complex classes that are BSD compatible 
let me know.  I'm having to do some wheel reinvention because all of the 
fft's I've found (namely fftw) are GPL'ed and hence incompatible with BSD.

The stub for the fft was code that I'm using was explicitly marked public 
domain.

I've also found that there is surprisingly little fft code that actually tries 
to do something that is object oriented.  Most of the code I've seen is in C 
or Fortran and is very procedural.

Once I get a basic FFT working, the next step is to start implementing PIDE 
code, and to do some experiments with non-uniform FFT's.