Is there a way to filter in the frequency domain?

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Suppose you have a structure of gain and phase as a function of frequency for a given filter. Is there a way to use this data as a filter in the frequency domain?
It seems rather undesirable to fft my time domain signal, multiply it with the data, and then take an ifft. This method has too many opportunities to introduce unwanted effects.

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kjetil87
kjetil87 2013-8-8
filtering in frequency domain is as you already suggested a multiplication. I would think that the most natural way to go about this was to take an ifft of your frequency response and use matlabs filter function.
i.e:
h=ifft(H);
filter(h,1,data);

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