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

NAG CL Interface Introduction
Example description

nag_specfun_opt_binary_aon_price (s30ccc) Example Program Data
 Nag_Put             : Nag_Call or Nag_Put
 70.0 0.27 0.07 0.05 : s, sigma, r, q
 1 1                 : m, n
 65.0                : X(I), I = 1,2,...m
 0.5                 : T(I), I = 1,2,...n