In this paper we formulate OFDM signals based on explicit pulse shaping filtering. A rectangular pulse in time domain for shaping filtering is most often used, but it has SNR loss compared to a shaping filter with a brickwall frequency domain filter since in practice both require guard time or guard band. Our formulation of OFDM signal based purely on shaping filter may provide a common platform, and both can be implemented efficiently using DFT and commutating polyphase filters.