nag_specfun_opt_lookback_fls_greeks (s30bbc) Example Program Data Nag_Put : Nag_Call or Nag_Put 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