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Finance

  

GetUnderlying

  

get node underlying of a binomial/trinomial tree

 

Calling Sequence

Parameters

Description

Examples

Compatibility

Calling Sequence

GetUnderlying(T, i, j)

Parameters

T

-

binomial or trinomial tree data structure

i

-

positive integer; time step

j

-

positive integer; node index

Description

• 

The GetUnderlying command returns the value of the underlying for node j at level i of the tree T. See GetDescendants for more details about node indexing.

Examples

with(Finance):

T := TrinomialTree(5, <1, 2, 3, 4, 5, 6, 7>);

T:=moduleend module

(1)

TreePlot(T, thickness = 3, gridlines = true);

GetUnderlying(T, 4, 1);

1.

(2)

SetUnderlying(T, 4, 1, 2);

GetUnderlying(T, 4, 1);

2.

(3)

SetUnderlying(T, 4, 1, 2);

SetUnderlying(T, 4, 7, 6);

TreePlot(T, thickness = 3, gridlines = true);

Compatibility

• 

The Finance[GetUnderlying] 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[SetProbabilities]

Finance[SetUnderlying]

Finance[TrinomialTree]