nag_specfun_opt_lookback_fls_greeks (s30bbc) Example Program Results
Floating-Strike Lookback

European Put :

  Spot       =  87.0000
  Volatility =   0.3000
  Rate       =   0.0600
  Dividend   =   0.0400


  Time to Expiry :      0.5000
   Strike     Price     Delta     Gamma      Vega     Theta       Rho      CRho
 100.0000   18.3530   -0.3560    0.0391   45.5353  -11.6139  -32.8139  -23.6374
                        Vanna     Charm     Speed    Colour     Zomma     Vomma
                       1.9141   -0.6199    0.0007    0.0221   -0.0648   76.1292