Constant YIELD_TOLERANCE
const YIELD_TOLERANCE: SolveTolerance;Expand description
The yield solve’s convergence, tighter than the shared default: a price is
near 100, so the default’s relative residual of 1e-10 is 1e-8 per 100,
which a yield read to 1e-12 cannot rest on — it was met only because
Newton overshoots its own criterion. Converged when the price is within
1e-12 per 100 (a hundred times f64 resolution there), which pins the
yield to about 1e-14 through a slope of a few hundred per 100, or when a
step has stopped moving the yield at 1e-14. One Newton step more at most.