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google / tf-quant-finance

High-performance TensorFlow library for quantitative finance.
Apache License 2.0
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Fix docstring in heston/approximations/calibration.py #103

Open northern-64bit opened 1 year ago

northern-64bit commented 1 year ago

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.