S30NBF Example Program Data 'C' : Call = 'C', Put = 'P' 100.0 : S 1.5768 0.0398 0.0175 0.5751 -0.5711 1.0 : KAPPA, ETA, VAR0, SIGMAV, CORR, GRISK 1 4 : M, N 100.0 : X(I), I = 1,2,...M 1.0 1.0 1.0 1.0 : T(I), I = 1,2,...N 0.025 0.025 -0.025 -0.025 : R(I), I = 1,2,...N 0.01 -0.01 0.01 -0.01 : Q(I), I = 1,2,...N