nag_specfun_opt_heston_price (s30nac) Example Program Data
 Nag_Call                : Nag_Call or Nag_Put
 100.0 0.05 0.0          : s, r, q
 2.0 0.01 0.01 0.225 0.0 1.0 : kappa, eta, var0, sigmav, corr, grisk
 1 1                     : m, n
 100.0                   : X(I), I = 1,2,...n
 0.5                     : T(I), I = 1,2,...m