SetProbabilities - Maple Help
For the best experience, we recommend viewing online help using Google Chrome or Microsoft Edge.
Our website is currently undergoing maintenance, which may result in occasional errors while browsing. We apologize for any inconvenience this may cause and are working swiftly to restore full functionality. Thank you for your patience.

Online Help

All Products    Maple    MapleSim


Finance

  

SetProbabilities

  

set transition probabilities of a tree node

 

Calling Sequence

Parameters

Description

Examples

Compatibility

Calling Sequence

SetProbabilities(T, i, j, p)

Parameters

T

-

binomial or trinomial tree data structure

i

-

positive integer; time step

j

-

positive integer; node index

p

-

list of probabilities

Description

• 

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.

Examples

withFinance:

TTrinomialTree5,1,2,3,4,5,6,7

Tmoduleend module

(1)

GetProbabilitiesT,3,3

0.3333333333,0.3333333334,0.3333333333

(2)

SetProbabilitiesT,3,3,0.3,0.5,0.2

GetProbabilitiesT,3,3

0.3000000000,0.5000000000,0.2000000000

(3)

Compatibility

• 

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]