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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

with(Finance):

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

T:=moduleend module

(1)

GetProbabilities(T, 3, 3);

0.3333333333&comma;0.3333333334&comma;0.3333333333

(2)

SetProbabilities(T, 3, 3, [.3, .5, .2]);

GetProbabilities(T, 3, 3);

0.3000000000&comma;0.5000000000&comma;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]