Tutorials
Use these pages when you are learning the library or following a worked case study end to end.
Start Here
- Introduction explains why Chebyshev interpolation is useful and how the main classes fit together.
- Getting Started walks through the first dense interpolation workflow.
- Examples lists the runnable console projects in the repository.
- Which Class Should I Use? maps common modelling problems to
ChebyshevApproximation,ChebyshevSpline,ChebyshevSlider, andChebyshevTT.
Technical Case Studies
- Fixed-Rate Bond Case Study shows how a request-level fixed-rate bond wrapper can be decomposed into smooth discount kernels instead of cloned as one global high-dimensional tensor.
- Callable Bond Case Study studies callable-bond risk acceleration while preserving the non-smooth exercise logic.
- American Option Case Study compares regression, reinforcement-learning-style simulation, and dynamic Chebyshev continuation approximation for American options.