NAG Library Manual, Mark 28.5
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

S30JBF Example Program Data
 'C'                     : Call = 'C', Put = 'P'
 5.0                     : LAMBDA (jumps)
 100.0 0.25 0.08 0.25    : S, SIGMA, R, JVOL
 2 1                     : M, N
 80.0
 90.0                    : X(I), I = 1,2,...M
 0.5                     : T(I), I = 1,2,...N