nag_specfun_opt_binary_con_greeks (s30cbc) Example Program Results
Binary (Digital): Cash-or-Nothing

European Call :

  Spot       = 110.0000
  Payout     =   5.0000
  Volatility =   0.3500
  Rate       =   0.0500
  Dividend   =   0.0400


  Time to Expiry :     0.7500
  Strike   Price   Delta   Gamma    Vega   Theta     Rho    CRho
 87.0000  3.5696  0.0467 -0.0013 -4.2307  1.1142  1.1788  3.8560  
                   Vanna   Charm   Speed  Colour   Zomma   Vomma
                 -0.0514  0.0153  0.0000 -0.0019  0.0079 12.8874