From e20f34751f5325f6e8f09f2fecd7ee91fd04e806 Mon Sep 17 00:00:00 2001 From: northern-64bit <75195383+northern-64bit@users.noreply.github.com> Date: Fri, 4 Aug 2023 21:18:16 +0200 Subject: [PATCH] Fix docstring in heston/approximations/calibration.py Fixes docstring of _get_loss_for_price_based_calibration function in tf_quant_finance/models/heston/approximations /calibration.py Changed "volatility-based" to "price-based", due to what the function does and its name. --- tf_quant_finance/models/heston/approximations/calibration.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/tf_quant_finance/models/heston/approximations/calibration.py b/tf_quant_finance/models/heston/approximations/calibration.py index be57a0806..b52c22b53 100644 --- a/tf_quant_finance/models/heston/approximations/calibration.py +++ b/tf_quant_finance/models/heston/approximations/calibration.py @@ -458,7 +458,7 @@ def calibration( def _get_loss_for_price_based_calibration( *, prices, strikes, expiries, forwards, is_call_options, discount_rates, dividend_rates, optimizer_arg_handler, dtype): - """Creates a loss function to be used in volatility-based calibration.""" + """Creates a loss function to be used in price-based calibration.""" def _price_transform(x): return tf.math.log1p(x)