nag_specfun_opt_jumpdiff_merton_greeks (s30jbc) Example Program Data
 Nag_Call                 : Nag_Call or Nag_Put
 5.0 100.0 0.25 0.08 0.25 : lambda (jumps), 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