Finance - Maple Programming Help

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Finance

 GetUnderlying
 get node underlying of a binomial/trinomial tree

 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>);
 ${T}{:=}{\mathbf{module}}\left({}\right)\phantom{\rule[-0.0ex]{0.5em}{0.0ex}}{}\phantom{\rule[-0.0ex]{0.5em}{0.0ex}}{\mathbf{end module}}$ (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.