Function strip_per_caplet 

fn strip_per_caplet(
    convention: VolConvention,
    caplets: &[Caplet],
    nodes: &[(f64, f64)],
    strike: f64,
    tolerance: SolveTolerance,
) -> Result<Vec<f64>, PricingError>

The caplet-by-caplet strip: one caplet at a time, the cap ending at each caplet’s maturity priced at the term vol interpolated there, the earlier caplets at their stripped vols.