Generate a binomial lattice for a given up, down, start value and number of steps. A function by Rory Winston.

genlattice.R

# Generate a binomial lattice
# for a given up, down, start value and number of steps
# This function was borrowed Rory Winston: 
# http://www.theresearchkitchen.com/archives/738
genlattice <- function(X0=100, u=1.1, d=.75, N=5) {
  X <- c()
  X[1] <- X0
  count <- 2

  for (i in 1:N) {
    for (j in 0:i) {
      X[count] <- X0 * u^j * d^(i-j)
      count <- count + 1
    }
  }
  return(X)
}