nag_specfun_opt_bsm_price (s30aac) Example Program Results
Black-Scholes-Merton formula

European Call :
  Spot       =  55.0000
  Volatility =   0.3000
  Rate       =   0.1000
  Dividend   =   0.0000

  Strike     Expiry    Option Price
  58.0000    0.7000    5.9198
  58.0000    0.8000    6.5506
  60.0000    0.7000    5.0809
  60.0000    0.8000    5.6992
  62.0000    0.7000    4.3389
  62.0000    0.8000    4.9379