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

NAG CL Interface Introduction
Example description

nag_specfun_opt_binary_con_price (s30cac) Example Program Data
 Nag_Put                  : Nag_Call or Nag_Put
 100.0 10.0 0.35 0.06 0.0 : s, k, sigma, r, q
 1 1                      : m, n
 80.0                     : X(I), I = 1,2,...m
 0.75                     : T(I), I = 1,2,...n