#------------------------------------------------------------------# # Computation of the primitives: the scenario-based representation # # The data # #------------------------------------------------------------------# # # data concerning the scenarios set Scen := hh hl ll lh; param :meet parent scenprob := hh 0 root .36 hl 1 hh .24 ll 0 root .16 lh 1 ll .24 ; # # data concerning the stochastic process param xi : hh hl ll lh := 1 8 . 6 . 2 12 10 8 10 ;