Constant IMPLIED_VOL_ITERATION_CAP
const IMPLIED_VOL_ITERATION_CAP: usize = 200;Expand description
Brent halves the bracket at worst; a lognormal bracket of five vols to a 1e-12 step is under fifty halvings.
const IMPLIED_VOL_ITERATION_CAP: usize = 200;Brent halves the bracket at worst; a lognormal bracket of five vols to a 1e-12 step is under fifty halvings.