Finance - Maple Programming Help

Online Help

All Products    Maple    MapleSim


Home : Support : Online Help : Mathematics : Finance : Lattice Methods : Finance/SetUnderlying

Finance

  

SetUnderlying

  

set the value of the underlying process at a node of a binomial/trinomial tree

 

Calling Sequence

Parameters

Description

Examples

Compatibility

Calling Sequence

SetUnderlying(T, i, j, v)

Parameters

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

Description

• 

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.

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[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]