NAG Library Manual, Mark 30.3
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G05XAF Example Program Results

 Weiner Path 1, 11 time steps, 3 dimensions
              1          2          3
  1      1.6020     0.5611     1.6975
  2      1.2767     0.3972    -1.7199
  3     -0.1895    -0.8812    -5.1908
  4     -2.8083    -4.4484    -6.7697
  5     -5.6251    -6.0375    -3.2551
  6     -6.5404    -6.2009    -5.5638
  7     -4.6398    -4.9675    -7.4454
  8     -5.3501    -4.8563    -9.9002
  9     -7.1683    -7.2638    -9.7825
 10     -1.9440    -7.0725   -10.7577
 11     -4.9941    -3.5442   -10.1561

 Weiner Path 2, 11 time steps, 3 dimensions
              1          2          3
  1      2.6097     6.2430     0.0316
  2      3.5442     4.2836     2.5742
  3      1.3068     6.1511     4.5362
  4      2.7487     8.6021     2.6880
  5      3.4584     6.1778    -0.6274
  6      0.5965     8.3014     0.5933
  7     -3.2701     5.4787     1.0727
  8     -4.7527     7.0988     0.9120
  9     -4.9375     7.9486     0.7657
 10     -7.1302     7.3180     0.2706
 11     -0.6289     9.8866    -2.2762