Function zero_bond_option_at 

fn zero_bond_option_at<R: Scalar>(
    params: &HullWhiteParameters<R>,
    t: f64,
    s: f64,
    p_t: R,
    p_s: R,
    strike: f64,
    kind: OptionKind,
) -> R

zero_bond_option over curve values already read — the half that depends on the model parameters, so a solver over σ reads the curve once and evaluates only this per iterate.