nag_specfun_opt_heston_greeks (s30nbc) Example Program Data
 Nag_Call                   : CallPut option
 100.0     0.025  0.0       : s, r, q
   1.5768  0.0398 0.0175    : kappa,  eta,  var0
   0.5751 -0.5711 1.0       : sigmav, corr, grisk
   1       1                : m, n
 100.0                      : x[i], i = 0,...,n-1
   1.0                      : t[i], i = 0,...,m-1