Finance
SetProbabilities
set transition probabilities of a tree node
Calling Sequence
Parameters
Description
Examples
Compatibility
SetProbabilities(T, i, j, p)
T
-
binomial or trinomial tree data structure
i
positive integer; time step
j
positive integer; node index
p
list of probabilities
The SetProbabilities command sets the transition probabilities for node j at level i of the tree T. The probabilities in p should correspond to the descendants of the node (i, j); see Finance[GetDescendants] and Finance[GetProbabilities] for more details.
with⁡Finance:
T≔TrinomialTree⁡5,1,2,3,4,5,6,7
T ≔ moduleend module
GetProbabilities⁡T,3,3
0.3333333333,0.3333333334,0.3333333333
SetProbabilities⁡T,3,3,0.3,0.5,0.2
0.3000000000,0.5000000000,0.2000000000
The Finance[SetProbabilities] command was introduced in Maple 15.
For more information on Maple 15 changes, see Updates in Maple 15.
See Also
Finance[BinomialTree]
Finance[GetDescendants]
Finance[GetProbabilities]
Finance[GetUnderlying]
Finance[SetUnderlying]
Finance[TrinomialTree]
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