Fast Fourier Transform conventions

Posted by Joseph Wang-2 on Sep 22, 2006; 5:26pm
URL: http://quantlib.414.s1.nabble.com/Fast-Fourier-Transform-conventions-tp11255.html

I've started coding up an FFT algorithm in QuantLib, and I was wondering what
are the standard conventions in finance for the constants (i.e. factors of
pi) in front of the transforms.