You can download the MoCaX Library

Our library is now availble for download

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

• 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)

• 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