nag_jumpdiff_merton_price (s30jac) Example Program Data
 Nag_Call                : Nag_Call or Nag_Put
 3.0 45.0 0.25 0.1 0.4   : lambda (jumps), s, sigma, r, jvol
 1 1                     : m, n
 55.0                    : X(I), I = 1,2,...m
 0.25                    : T(I), I = 1,2,...n