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Finance

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

 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>);
 ${T}{:=}{\mathbf{module}}\left({}\right)\phantom{\rule[-0.0ex]{0.5em}{0.0ex}}{}\phantom{\rule[-0.0ex]{0.5em}{0.0ex}}{\mathbf{end module}}$ (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[SetUnderlying] command was introduced in Maple 15.
 • For more information on Maple 15 changes, see Updates in Maple 15.

 See Also