parameters: (self)
return_statement: return numerator / denominator
docstring: Computes the theoretical policy's `eta_t` term.
docstring_summary: Computes the theoretical policy's `eta_t` term.
docstring_tokens: Computes the theoretical policy s eta_t term .
function: def eta_t(self):
      """Computes the theoretical policy's `eta_t` term."""
      # pylint: disable=invalid-name
      kappa = self.kappa
      K = self.mean_revert
      q = self.cross_q
      c = self.terminal_cost
      T = self.horizon
      t = self.t
  
      R = (K + q)**2 + (kappa - q**2)
      deltap = -(K + q) + math.sqrt(R)
      deltam = -(K + q) - math.sqrt(R)
      numerator = -(kappa - q**2) * (math.exp(
          (deltap - deltam) * (T - t)) - 1) - c * (
              deltap * math.exp((deltap - deltam) * (T - t)) - deltam)
      denominator = (deltam * math.exp(
          (deltap - deltam) * (T - t)) - deltap) - c * (
              math.exp((deltap - deltam) * (T - t)) - 1)
      return numerator / denominator
function_tokens: def eta_t ( self ) : # pylint: disable=invalid-name kappa = self . kappa K = self . mean_revert q = self . cross_q c = self . terminal_cost T = self . horizon t = self . t R = ( K + q ) ** 2 + ( kappa - q ** 2 ) deltap = - ( K + q ) + math . sqrt ( R ) deltam = - ( K + q ) - math . sqrt ( R ) numerator = - ( kappa - q ** 2 ) * ( math . exp ( ( deltap - deltam ) * ( T - t ) ) - 1 ) - c * ( deltap * math . exp ( ( deltap - deltam ) * ( T - t ) ) - deltam ) denominator = ( deltam * math . exp ( ( deltap - deltam ) * ( T - t ) ) - deltap ) - c * ( math . exp ( ( deltap - deltam ) * ( T - t ) ) - 1 ) return numerator / denominator