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bracketed_root

Function bracketed_root 

fn bracketed_root(
    f: impl Fn(f64) -> Result<f64, PricingError>,
    tolerance: f64,
) -> Result<Option<f64>, PricingError>
Expand description

The root of a monotone f on [0, ∞): bracketed from [0, 1] by doubling the upper end, then refined by Illinois false position until |f| ≤ tolerance. None when no bracket is found.