Constant STRIP_ITERATION_CAP
const STRIP_ITERATION_CAP: usize = 200;Expand description
Brent halves the bracket at worst; five vols to a 1e-12 step is under fifty halvings.
const STRIP_ITERATION_CAP: usize = 200;Brent halves the bracket at worst; five vols to a 1e-12 step is under fifty halvings.