Function strip_interval 

fn strip_interval(
    convention: VolConvention,
    interval: &[Caplet],
    strike: f64,
    settled: f64,
    target: f64,
    tolerance: SolveTolerance,
) -> Result<f64, PricingError>

The vol of one new interval: the earlier caplets valued at their stripped vols (settled), the interval’s at the unknown, the sum reaching target.