NAG Library Manual, Mark 28.3
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

S30NCF Example Program Data
 'C'                         : Call = 'C', Put = 'P'
 1 2                         : M, NUMTS
 100.0 1.0 1.0               : FWD, DISC, VAR0
 100.0                       : X(I), I = 1,2,...M
 0.35 0.65                   : TS(I), I = 1,2,...NUMTS
 1.0                         : T
 2.25 1.5                    : ALPHA(I), I = 1,2,...NUMTS
 -0.05 0.1                   : CORR(I), I = 1,2,...NUMTS
 2.0 1.5                     : LAMBDA(I), I = 1,2,...NUMTS
 0.04 0.13                   : SIGMAT(I), I = 1,2,...NUMTS