NAG Library Manual, Mark 30.1
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

S30CAF Example Program Data
 'P'                      : Call = 'C', Put = 'P'
 100.0 10.0 0.35 0.06 0.0 : S, K, SIGMA, R, Q
 1 1                      : M, N
 80.0                     : X(I), I = 1,2,...M
 0.75                     : T(I), I = 1,2,...N