NAG Library Manual, Mark 29.3
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

S30BBF Example Program Data
 'P'                  : Call = 'C', Put = 'P'
 87.0 0.3 0.06 0.04   : S, SIGMA, R, Q
 1 1                  : M, N
 100.0                : SM(I), I = 1,2,...M
 0.5                  : T(I), I = 1,2,...N