We discuss orthogonal Chebyshev-Frolov lattices, their generating matrices and their use in Frolov cubature formula. We give a detailed account on coordinatepermuted systems that lead to fast computation and enumeration of such lattices. In particular, we explain the recurrences identified in (K. Suzuki and T. Yoshiki, Hiroshima Math. J., 49(1):139-159, 2019) via a plain constructive approach exhibiting a new hierarchical basis of polynomials. Dual Chebyshev-Frolov lattices and their generating matrices are also studied. Lattices enumeration in axis-parallel boxes is discussed.