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

NAG FL Interface Introduction
Example description

S30JAF Example Program Data
 'C'                     : Call = 'C', Put = 'P'
 3.0                     : LAMBDA (jumps)
 45.0 0.25 0.1 0.4       : S, SIGMA, R, JVOL
 1 1                     : M, N
 55.0                    : X(I), I = 1,2,...M
 0.25                    : T(I), I = 1,2,...N