S30ABF Example Program Results

 European Put :
  Spot       =   55.0000
  Volatility =    0.3000
  Rate       =    0.1000
  Dividend   =    0.0000


 Time to Expiry :    0.7000
   Strike    Price    Delta    Gamma     Vega    Theta      Rho     CRho
  60.0000   6.0245  -0.4770   0.0289  18.3273  -0.7014 -22.5811 -18.3639
   Strike    Price    Vanna    Charm    Speed   Colour    Zomma    Vomma
  60.0000   6.0245   0.2566  -0.2137  -0.0006   0.0215  -0.0972  -0.6816