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<a href="#pub-methods">Public Member Functions</a> &#124;
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<p>FFT implementation.  
 <a href="class_quant_lib_1_1_fast_fourier_transform.html#details">More...</a></p>

<p><code>#include &lt;ql/experimental/math/fastfouriertransform.hpp&gt;</code></p>

<p><a href="class_quant_lib_1_1_fast_fourier_transform-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a243e8c292e9c05646ca997a5aca19044"></a><!-- doxytag: member="QuantLib::FastFourierTransform::FastFourierTransform" ref="a243e8c292e9c05646ca997a5aca19044" args="(std::size_t order)" -->
&#160;</td><td class="memItemRight" valign="bottom"><b>FastFourierTransform</b> (std::size_t order)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a75e2c0c0deb0a74fdb9df4d2767a0a29"></a><!-- doxytag: member="QuantLib::FastFourierTransform::output_size" ref="a75e2c0c0deb0a74fdb9df4d2767a0a29" args="() const " -->
std::size_t&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fast_fourier_transform.html#a75e2c0c0deb0a74fdb9df4d2767a0a29">output_size</a> () const </td></tr>
<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">The required size for the output vector. <br/></td></tr>
<tr><td class="memTemplParams" colspan="2">template&lt;typename InputIterator , typename RandomAccessIterator &gt; </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void&#160;</td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fast_fourier_transform.html#ad295b84fb61f06da7058f34c4021e7c6">transform</a> (InputIterator inBegin, InputIterator inEnd, RandomAccessIterator out) const </td></tr>
<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">FFT transform.  <a href="#ad295b84fb61f06da7058f34c4021e7c6"></a><br/></td></tr>
<tr><td class="memTemplParams" colspan="2">template&lt;typename InputIterator , typename RandomAccessIterator &gt; </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">void&#160;</td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fast_fourier_transform.html#a38b5f227d390596a7ccfd835d7803bcf">inverse_transform</a> (InputIterator inBegin, InputIterator inEnd, RandomAccessIterator out) const </td></tr>
<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">Inverse FFT transform.  <a href="#a38b5f227d390596a7ccfd835d7803bcf"></a><br/></td></tr>
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Static Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a52f3db7d80c4e276e8aad3336e5e5040"></a><!-- doxytag: member="QuantLib::FastFourierTransform::min_order" ref="a52f3db7d80c4e276e8aad3336e5e5040" args="(std::size_t inputSize)" -->
static std::size_t&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fast_fourier_transform.html#a52f3db7d80c4e276e8aad3336e5e5040">min_order</a> (std::size_t inputSize)</td></tr>
<tr><td class="mdescLeft">&#160;</td><td class="mdescRight">the minimum order required for the given input size <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>FFT implementation. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ad295b84fb61f06da7058f34c4021e7c6"></a><!-- doxytag: member="QuantLib::FastFourierTransform::transform" ref="ad295b84fb61f06da7058f34c4021e7c6" args="(InputIterator inBegin, InputIterator inEnd, RandomAccessIterator out) const " -->
<div class="memitem">
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          <td class="memname">void <a class="el" href="class_quant_lib_1_1_fast_fourier_transform.html#ad295b84fb61f06da7058f34c4021e7c6">transform</a> </td>
          <td>(</td>
          <td class="paramtype">InputIterator&#160;</td>
          <td class="paramname"><em>inBegin</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">InputIterator&#160;</td>
          <td class="paramname"><em>inEnd</em>, </td>
        </tr>
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          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">RandomAccessIterator&#160;</td>
          <td class="paramname"><em>out</em>&#160;</td>
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          <td></td>
          <td>)</td>
          <td></td><td> const</td>
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<p>FFT transform. </p>
<p>The output sequence must be allocated by the user </p>

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<a class="anchor" id="a38b5f227d390596a7ccfd835d7803bcf"></a><!-- doxytag: member="QuantLib::FastFourierTransform::inverse_transform" ref="a38b5f227d390596a7ccfd835d7803bcf" args="(InputIterator inBegin, InputIterator inEnd, RandomAccessIterator out) const " -->
<div class="memitem">
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          <td class="memname">void <a class="el" href="class_quant_lib_1_1_fast_fourier_transform.html#a38b5f227d390596a7ccfd835d7803bcf">inverse_transform</a> </td>
          <td>(</td>
          <td class="paramtype">InputIterator&#160;</td>
          <td class="paramname"><em>inBegin</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">InputIterator&#160;</td>
          <td class="paramname"><em>inEnd</em>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">RandomAccessIterator&#160;</td>
          <td class="paramname"><em>out</em>&#160;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td> const</td>
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<p>Inverse FFT transform. </p>
<p>The output sequence must be allocated by the user. </p>

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