tubedude / finance-elixir / 400fd71bf5f98648e5624e2bb71f2fee61639ed6-PR-23

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Pull #23

github

Add Finance.Solver.Brent, a derivative-free solver

Brent's method (bracketing secant + inverse-quadratic interpolation +
bisection) spends one NPV evaluation per step instead of two, so it is
faster on long-horizon flows. Newton stays the default; select Brent with
`solver: Finance.Solver.Brent`.

Extract the shared bracket and parallel-batch helpers from Newton into
Finance.Shared so both solvers reuse them.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01AVibXT2w1dEdVtMHqffFKn

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