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

NAG CL Interface Introduction
Example description

nag_pde_dim1_blackscholes_closed (d03ndc) Example Program Data
  50.
  0.4166667
  0.1
  0.0
  0.4
  21  4
  0.0  100.
  0.0  0.125