The Little Castle was designed as a self-contained lodging for Sir Charles and his close family. Other members of the household probably stayed at first in older buildings on the site. It was designed to evoke the medieval keep it supplanted and thereby act as a visual reminder of the prestige conferred on the Cavendish family by ownership of such an ancient castle. The castle's tall, battlemented silhouette also evoked the fantastic buildings that had appeared in entertainments based on fashionable themes of chivalry.
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The third building on the site is a huge indoor riding school, with stables and a forge. Here William, one of the best horsemen in England, could train horses and demonstrate his riding skills to visitors in the viewing gallery. The interior has stone walls and exposed wooden roof beams - a complete contrast to Little Castle.