A Bachelier Normal Implied Volatility Solver

Around 2014 , I proposed a few Bachelier implied volatility &ldquo;solvers&rdquo;. The first one was inspired by Steven G. Johnson&rsquo;s Faddeeva package for the complex error function: it used a piecewise Chebyshev polynomial representation to have a near machine accurate representation of the Bachelier implied volatility. Why did I put &ldquo;solver&rdquo; in quotes? Because the problem can be…