S30NCF Example Program Data 'C' : Call = 'C', Put = 'P' 1 2 : M, NUMTS 100.0 1.0 1.0 : FWD, DISC, VAR0 100.0 : X(I), I = 1,2,...M 0.35 0.65 : TS(I), I = 1,2,...NUMTS 1.0 : T 2.25 1.5 : ALPHA(I), I = 1,2,...NUMTS -0.05 0.1 : CORR(I), I = 1,2,...NUMTS 2.0 1.5 : LAMBDA(I), I = 1,2,...NUMTS 0.04 0.13 : SIGMAT(I), I = 1,2,...NUMTS