Finance
SetUnderlying
set the value of the underlying process at a node of a binomial/trinomial tree
Calling Sequence
Parameters
Description
Examples
Compatibility
SetUnderlying(T, i, j, v)
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
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.
with⁡Finance:
T≔TrinomialTree⁡5,1,2,3,4,5,6,7
T ≔ moduleend module
TreePlot⁡T,thickness=3,gridlines=true
GetUnderlying⁡T,4,1
1.
SetUnderlying⁡T,4,1,2
2.
SetUnderlying⁡T,4,7,6
The Finance[SetUnderlying] 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[SetProbabilities]
Finance[TrinomialTree]
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