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From: Joseph W. <jo...@gn...> - 2006-09-27 04:01:05
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The complex and valarray would work, but I'm trying to make something analogous to the quantlib Array class which would share as much code as possible with it. Ultimately, I'd also like to create a ComplexSampledCurve class, which I'll need to store characteristic functions and exponents. Also, there aren't any licensing issues with complex arrays, but all of the substantial fft classes I've seen are GPL (rather than LGPL), and so I can't use those for quantlib. |