NAG Library Manual, Mark 27.2
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description

nag_specfun_opt_binary_aon_greeks (s30cdc) Example Program Data
 Nag_Put             : Nag_Call or Nag_Put
 70.0 0.15 0.05 0.03 : s, sigma, r, q
 1 1                 : m, n
 65.0                : X(I), I = 1,2,...m
 0.8                 : T(I), I = 1,2,...n