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Fix docstring in heston/approximations/calibration.py #103

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Fix docstring in heston/approximations/calibration.py #103

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2 changes: 1 addition & 1 deletion tf_quant_finance/models/heston/approximations/calibration.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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)
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