set transition probabilities of a tree node
SetProbabilities(T, i, j, p)
binomial or trinomial tree data structure
positive integer; time step
positive integer; node index
list of probabilities
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.
T ≔ TrinomialTree⁡5,1,2,3,4,5,6,7
T ≔ moduleend module
The Finance[SetProbabilities] command was introduced in Maple 15.
For more information on Maple 15 changes, see Updates in Maple 15.
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