NAG Library Manual, Mark 30
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 S30CCF Example Program Results

 Binary (Digital): Asset-or-Nothing
 European Put :
  Spot       =   70.0000
  Volatility =    0.2700
  Rate       =    0.0700
  Dividend   =    0.0500

    Strike    Expiry    Option Price
   65.0000    0.5000         20.2069