nag_specfun_opt_heston_more_greeks (s30ndc) Example Program Data Nag_Call : CallPut option 100.0 : s 1.5768 0.0398 0.0175 : kappa, eta, var0 0.5751 -0.5711 1.0 : sigmav, corr, grisk 1 4 : m, n 100.0 : x[i], i = 0,...,n-1 1.0 1.0 1.0 1.0 : t[i], i = 0,...,m-1 0.025 0.025 -0.025 -0.025 : r(i), i = 1,2,...n 0.01 -0.01 0.01 -0.01 : q(i), i = 1,2,...n