set the value of the underlying process at a node of a binomial/trinomial tree
SetUnderlying(T, i, j, v)
binomial or trinomial tree data structure
positive integer; time step
positive integer; node index
real constant; new value of the underlying
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.
T := TrinomialTree(5, <1, 2, 3, 4, 5, 6, 7>);
TreePlot(T, thickness = 3, gridlines = true);
GetUnderlying(T, 4, 1);
SetUnderlying(T, 4, 1, 2);
SetUnderlying(T, 4, 7, 6);
The Finance[SetUnderlying] command was introduced in Maple 15.
For more information on Maple 15 changes, see Updates in Maple 15.
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