You can now use our Library
Our library is now availble for download
What you get...
It delivers a lot of Chebyshev functionality in a software library, for easy integration into your risk engine should you wish so
It is available in Python and C++, for Windows and Linux
What you can do with it is...
- Create approximation objects based on Chebyshev Tensors
* Based on any function that you define
* In any dimension
- Calculate the partial derivatives of the function
* in one or crossed-variables
* with any order of derivative
- Do splines of Chebyshev Tensors
- Serialise the Chebysev Tensors, and re-load them later
- Tensor Extension Algorithms (coming soon)
What you should know...
- The library may work only for a limited period (e.g. 3 months), after which you may be able to download the library again
- It was originally developed in C, with wrappers for C++ and Python
- Extra functionality was added then in Python (e.g. Tensor Extension Algorithms)
- The source code may only be available subject to request
- If you want your own version of the library, we may be able to help you develop it in your system.
- Contact us if you have any questions