nag_specfun_opt_binary_aon_greeks (s30cdc) Example Program Results
Binary (Digital): Asset-or-Nothing

European Put :

  Spot       =  70.0000
  Volatility =   0.1500
  Rate       =   0.0500
  Dividend   =   0.0300


  Time to Expiry :      0.8000
   Strike     Price     Delta     Gamma      Vega     Theta       Rho      Rhoq
  65.0000   15.7211   -1.9852    0.1422   83.6424   -4.2761 -123.7497 -111.1728
                        Vanna     Charm     Speed    Colour     Zomma     Vomma
                       9.3479   -1.1351    0.0118    0.2316   -2.6319 -989.9610