creating a directed graph from XY scatter

Thanks -- I now have a binomial lattice that connects nodes with lines and
looks like an christmas tree on its side.

I will look at your tutorial. MAybe if you get a chance you can desribe the
value of the "blanks" in the data series. If it is in your tutorials then
don't bother.

Luke

"Jon Peltier" wrote:

Luke -

Yes, see my answer to your other post. You need a scatter type series, with the
lines and no markers subtype.

- Jon
-------
Jon Peltier, Microsoft Excel MVP
Peltier Technical Services
Tutorials and Custom Solutions
http://PeltierTech.com/
_______

Luke Spar UTAFortWorth wrote:

John

Your approach created a perfect XY scatter using a single series... I
selected "line" and obtained a good pairwise line each pair of nodes were
connected. However the X axis repeated -- my axis : 01 01 12 12 12 12

As a resuly my nodes, pairwise connected, were not connected --oould look a
christmas tree on its side.

*121
/
110 *
/ \
100 * * 100
\ /
90 *
\
* 81


Thanks

Luke






"Jon Peltier" wrote:


You could probably write an algorithm in VBA that would generate the nodal
coordinates, then dump them into cell positions which will produce the appropriate
line segments. You could even have a pair of columns like this, with skipped lines,
to build the lattice from a single series.

0 100
1 110

0 100
1 90

1 110
2 121

1 110
2 100

1 90
2 100

1 90
2 81

etc. Select the range, blank rows included, and draw an XY Scatter chart

- Jon
-------
Jon Peltier, Microsoft Excel MVP
Peltier Technical Services
Tutorials and Custom Solutions
http://PeltierTech.com/
_______


Luke Spar UTAFortWorth wrote:


In the simpest case:

1)All nodes are governed by analytics that specify the value of an "up move"
and the tha value of a "down move".... for example
UP = 1.1
Down = 0.909

2) In all cases the starting value is given

3) 100 * (Up=1.10) gives 110
100* (Down = 0.909) give `90
110 * (Up = 1.10) gives 121 ( note 100 * UP*UP = 121)
110*(Down =0.909) gives ~100
90* (UP=1.1) gives ~ 100
90* (DOWN = 0.909) gives ~ 81

The example above is refereed to as "Recombining" since 100*UP*DOWN yield 100.


The UP and Down parameters can vary, by period, in more complex situations.
Thus the tree is "not recombining"

Luke

"Barb Reinhardt" wrote:



I suspect you'll need to have a different data series for each line. How
do you determine which nodes are connected to one another?

"Luke Spar UTAFortWorth" Luke Spar
wrote in message ...


Would like to use XL to create a connected graph ( finance calls it a
binomial lattice). X axis iis the time period t=1,2,3,...T, Y is value.

XY scatter plots points OK. Need to connect points (nodes)--each node

except


for t=T has two lines coming out of it.
A 3-peiod example is shown below. Eventually need to generalilze.

Data is
reference T Value
NOde 1... 0 100
NODE 2... 1 110
NODE 3... 1 90
NODE 4... 2 121
NODE 5... 2 100
NODE 6... 2 81

FOR NOW:
want a line to connect NODE 1 to NODE 2
want a line to connect NODE 1 to NODE 3
want a line to connect NODE 2 to NODE 4
want a line to connect NODE 2 to NODE 5
want a line to connect NODE 3 to NODE 5
want a line to connect NODE 3 to NODE 6

Suggestions would be greatly appreciated.

Luke

Luke -

The blanks are simply there to provide a gap in the connecting lines. If
the lines appeared, they would zigzag back across your lattice.

- Jon
-------
Jon Peltier, Microsoft Excel MVP
Peltier Technical Services
Tutorials and Custom Solutions
http://PeltierTech.com/
_______

Luke Spar UTAFortWorth wrote:

Thanks -- I now have a binomial lattice that connects nodes with lines and
looks like an christmas tree on its side.

I will look at your tutorial. MAybe if you get a chance you can desribe the
value of the "blanks" in the data series. If it is in your tutorials then
don't bother.

Luke

"Jon Peltier" wrote:


Luke -

Yes, see my answer to your other post. You need a scatter type series, with the
lines and no markers subtype.

- Jon
-------
Jon Peltier, Microsoft Excel MVP
Peltier Technical Services
Tutorials and Custom Solutions
http://PeltierTech.com/
_______

Luke Spar UTAFortWorth wrote:


John

Your approach created a perfect XY scatter using a single series... I
selected "line" and obtained a good pairwise line each pair of nodes were
connected. However the X axis repeated -- my axis : 01 01 12 12 12 12

As a resuly my nodes, pairwise connected, were not connected --oould look a
christmas tree on its side.

*121
/
110 *
/ \
100 * * 100
\ /
90 *
\
* 81


Thanks

Luke






"Jon Peltier" wrote:



You could probably write an algorithm in VBA that would generate the nodal
coordinates, then dump them into cell positions which will produce the appropriate
line segments. You could even have a pair of columns like this, with skipped lines,
to build the lattice from a single series.

0 100
1 110

0 100
1 90

1 110
2 121

1 110
2 100

1 90
2 100

1 90
2 81

etc. Select the range, blank rows included, and draw an XY Scatter chart

- Jon
-------
Jon Peltier, Microsoft Excel MVP
Peltier Technical Services
Tutorials and Custom Solutions
http://PeltierTech.com/
_______


Luke Spar UTAFortWorth wrote:



In the simpest case:

1)All nodes are governed by analytics that specify the value of an "up move"
and the tha value of a "down move".... for example
UP = 1.1
Down = 0.909

2) In all cases the starting value is given

3) 100 * (Up=1.10) gives 110
100* (Down = 0.909) give `90
110 * (Up = 1.10) gives 121 ( note 100 * UP*UP = 121)
110*(Down =0.909) gives ~100
90* (UP=1.1) gives ~ 100
90* (DOWN = 0.909) gives ~ 81

The example above is refereed to as "Recombining" since 100*UP*DOWN yield 100.


The UP and Down parameters can vary, by period, in more complex situations.
Thus the tree is "not recombining"

Luke

"Barb Reinhardt" wrote:




I suspect you'll need to have a different data series for each line. How
do you determine which nodes are connected to one another?

"Luke Spar UTAFortWorth" Luke Spar
wrote in message ...



Would like to use XL to create a connected graph ( finance calls it a
binomial lattice). X axis iis the time period t=1,2,3,...T, Y is value.

XY scatter plots points OK. Need to connect points (nodes)--each node

except



for t=T has two lines coming out of it.
A 3-peiod example is shown below. Eventually need to generalilze.

Data is
reference T Value
NOde 1... 0 100
NODE 2... 1 110
NODE 3... 1 90
NODE 4... 2 121
NODE 5... 2 100
NODE 6... 2 81

FOR NOW:
want a line to connect NODE 1 to NODE 2
want a line to connect NODE 1 to NODE 3
want a line to connect NODE 2 to NODE 4
want a line to connect NODE 2 to NODE 5
want a line to connect NODE 3 to NODE 5
want a line to connect NODE 3 to NODE 6

Suggestions would be greatly appreciated.

Luke