Would you like to see, with your own eyes, the power of Chebyshev Spectral Decomposition?

Download our software and try it, for free

We deliver all Chebyshev functionality in a software library, for easy integration into your risk engine.

It is available in Python and C++, for Windows and Linux

• Create approximation objects based on Chebyshev Spectral Decomposition
  * 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’s
• Save the MoCaX “Chebyshev” Objects, and re-load them later

• Accelerate your risk calculation orders of magnitude
• Substantially decrease your hardware requirements
• Compute “impossible” numbers ( Including Nested Monte Carlo calculations and dynamic sensitivities in Monte Carlo engines for Initial Margin and Capital simulation)

* Offer for a limited time only
* Trial period lasts for three months