call_iv() shouldn't panic if the implied volatility can't be found about black_scholes_rust

[danielhstahl]

Thanks for bringing up this issue @dgbustos ! I've gone back and forth when considering the API for the implied volatility functions. With the "approximate_vol" function providing a value close to the optimum value I have not ever had a panic. In the tests I randomly simulate parameters; with no panics.

Have you actually experienced a panic when using the implied volatility functions? If so, can you provide the parameters which resulted in the panic?

Thanks!

[dgbustos]

I have 500 examples from a recent file of SPY option quotes. They're all for deep-in-the-money calls. For example

black_scholes::call_iv( 50.275, 274.525, 225.000, 0.0244, 0.156 );
black_scholes::call_iv( 62.02, 274.525, 222.000, 0.0244, 1.823 );

When I encountered this in another library, I think I tracked the reason down to negative time value, and https://math.stackexchange.com/a/2959355 might be informative.

[danielhstahl]

That makes a lot of sense. I'll update the code (hopefully this weekend) and bump the crates version.