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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