nag_specfun_opt_heston_greeks (s30nbc) Example Program Data Nag_Call : CallPut option 100.0 0.025 0.0 : s, r, q 1.5768 0.0398 0.0175 : kappa, eta, var0 0.5751 -0.5711 1.0 : sigmav, corr, grisk 1 1 : m, n 100.0 : x[i], i = 0,...,n-1 1.0 : t[i], i = 0,...,m-1