new_version.py

class AssetPrices(object):
    """
    docstring
    """
        def __init__(self, beta, P, s, gamma):
        self.beta, self.gamma = beta, gamma
        self.P, self.s = P, s
        self.n = self.P.shape[0]

    @property
    def P_tilde(self):
        P, s, gamma = self.P, self.s, self.gamma
        return P * s**(1.0-gamma)  # using broadcasting

    @property
    def P_check(self):
        P, s, gamma = self.P, self.s, self.gamma
        return P * s**(-gamma)  # using broadcasting

    def tree_price(self):
        """
        docstring

        """
        # == Simplify names == #
        beta = self.beta
        # == Compute v == #
        P_tilde = self.P_tilde
        I = np.identity(self.n)
        O = np.ones(self.n)
        v = beta * solve(I - beta * P_tilde, P_tilde.dot(O))

        return v

old_version.py

class AssetPrices:
    """
    docstring
    """


    def __init__(self, beta, P, s, gamma):
        self.beta, self.gamma = beta, gamma
        self.P, self.s = P, s
        self.n = self.P.shape[0]

    def tree_price(self):
        """
        docstring

        """
        # == Simplify names == #
        P, s, gamma, beta = self.P, self.s, self.gamma, self.beta
        # == Compute v == #
        P_tilde = P * s**(1-gamma) #using broadcasting
        I = np.identity(self.n)
        O = np.ones(self.n)
        v = beta * solve(I - beta * P_tilde, P_tilde.dot(O))

        return v