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The documentation for the current release is also available on this site.
NAG Library Manual, Mark 27.1
Interfaces:  FL   CL   CPP   AD 
NAG FL Interface Introduction
Example description
 S30NAF Example Program Results

 Heston's Stochastic volatility Model
 European Call :
  Spot                   =  100.0000
  Volatility of vol      =    0.2250
  Mean reversion         =    2.0000
  Correlation            =    0.0000
  Variance               =    0.0100
  Mean of variance       =    0.0100
  Risk aversion          =    1.0000
  Rate                   =    0.0500
  Dividend               =    0.0000

    Strike    Expiry    Option Price
  100.0000    0.5000          4.0851