nag_barrier_std_price (s30fac) Example Program Results
Standard Barrier Option

Put :
Down-and-In

  Spot       = 100.0000
  Barrier    =  95.0000
  Rebate     =   3.0000
  Volatility =   0.3000
  Rate       =   0.0800
  Dividend   =   0.0400

   Strike   Expiry   Option Price
 100.0000   0.5000      7.7988