Rbold -> Reff
@@ -112,8 +112,8 @@ class ConsIndShockPortfolioSolver(ConsIndShockSolver):
i_s = 0
for s in RshareGrid:
Rtilde = self.RiskyShkValsNext - self.Rfree
- Rbold = self.Rfree + Rtilde*s
- mNext = a*Rbold/(self.PermGroFac*self.PermShkValsNext) + self.TranShkValsNext
+ Reff = self.Rfree + Rtilde*s
+ mNext = a*Reff/(self.PermGroFac*self.PermShkValsNext) + self.TranShkValsNext
vHatP_a_s = Rtilde*self.PermShkValsNext**(-self.CRRA)*self.vPfuncNext(mNext)
vHatP[i_a, i_s] = np.dot(vHatP_a_s, self.ShkPrbsNext)
i_s += 1
@@ -181,8 +181,8 @@ class ConsIndShockPortfolioSolver(ConsIndShockSolver):
# Get cash on hand next period
Rtilde = RiskyShkVals_temp - self.Rfree
- self.Rbold = (self.Rfree + Rtilde*sAt_aNrm)
- mNrmPreTran = self.Rbold/(self.PermGroFac*PermShkVals_temp)*aNrm_temp
+ self.Reff = (self.Rfree + Rtilde*sAt_aNrm)
+ mNrmPreTran = self.Reff/(self.PermGroFac*PermShkVals_temp)*aNrm_temp
mNrmNext = mNrmPreTran + TranShkVals_temp
# Store and report the results
@@ -208,7 +208,7 @@ class ConsIndShockPortfolioSolver(ConsIndShockSolver):
A 1D array of end-of-period marginal value of assets
'''
- EndOfPrdvP = np.sum(self.DiscFacEff*self.Rbold*self.PermGroFac**(-self.CRRA)*
+ EndOfPrdvP = np.sum(self.DiscFacEff*self.Reff*self.PermGroFac**(-self.CRRA)*
self.PermShkVals_temp**(-self.CRRA)*
self.vPfuncNext(self.mNrmNext)*self.ShkPrbs_temp,axis=0)
return EndOfPrdvP
