S30CDF Example Program Results

 Binary (Digital): Asset-or-Nothing
 European Put :
  Spot       =   70.0000
  Volatility =    0.1500
  Rate       =    0.0500
  Dividend   =    0.0300


 Time to Expiry :    0.8000
    Strike     Price     Delta     Gamma      Vega     Theta       Rho      CRho
   65.0000   15.7211   -1.9852    0.1422   83.6424   -4.2761 -123.7497 -111.1728
    Strike     Price     Vanna     Charm     Speed    Colour     Zomma     Vomma
   65.0000   15.7211    9.3479   -1.1351    0.0118    0.2316   -2.6319 -989.9610