NAG Library Manual, Mark 28.4
Interfaces:  FL   CL   CPP   AD 

NAG CL Interface Introduction
Example description

nag_specfun_opt_bsm_price (s30aac) Example Program Data
Nag_Call             : Nag_Call or Nag_Put
55.0 0.3 0.1 0.0     : s, sigma, r, q
3 2                  : m, n
58.0
60.0
62.0                 : x(i), i = 1,2,...m
0.7
0.8                  : t(i), i = 1,2,...n