The GetLocalVolatility command returns the local volatility for node j at level i of the tree T. See GetDescendants for more details about node indexing.

$\mathrm{with}\left(\mathrm{Finance}\right)\:$

$T≔\mathrm{TrinomialTree}\left(5\,⟨1\,2\,3\,4\,5\,6\,7⟩\right)$

$T≔\mathbf{module}\left(\right)\mathbf{end\; module}$

$\mathrm{TreePlot}\left(T\,\mathrm{thickness}=3\,\mathrm{gridlines}=\mathrm{true}\right)$

$\mathrm{GetLocalVolatility}\left(T\,3\,3\,0.03\right)$

$0.1550744237$

The Finance[GetLocalVolatility] command was introduced in Maple 15.

For more information on Maple 15 changes, see Updates in Maple 15.