set the value of the underlying process at a node of a binomial/trinomial tree - Maple Help

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Finance[SetUnderlying] - set the value of the underlying process at a node of a binomial/trinomial tree

Calling Sequence

SetUnderlying(T, i, j, v)

Parameters

T

-

binomial or trinomial tree data structure

i

-

positive integer; time step

j

-

positive integer; node index

v

-

real constant; new value of the underlying

Description

• 

The SetUnderlying command sets the value of the underlying for node j at level i of the tree T. See Finance[GetDescendants] for more details about node indexing.

Examples

withFinance:

T:=TrinomialTree5,1,2,3,4,5,6,7

T:=moduleend module

(1)

TreePlotT,thickness=3,gridlines=true

GetUnderlyingT,4,1

1.

(2)

SetUnderlyingT,4,1,2

GetUnderlyingT,4,1

2.

(3)

SetUnderlyingT,4,1,2

SetUnderlyingT,4,7,6

TreePlotT,thickness=3,gridlines=true

See Also

Finance[BinomialTree], Finance[GetDescendants], Finance[GetProbabilities], Finance[GetUnderlying], Finance[SetProbabilities], Finance[TrinomialTree]


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