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

NAG FL Interface Introduction
Example description

S30NAF Example Program Data
 'C'                         : Call = 'C', Put = 'P'
 100.0 0.05 0.0              : S, R, Q
 2.0 0.01 0.01 0.225 0.0 1.0 : KAPPA, ETA, VAR0, SIGMAV, CORR, GRISK
 1 1                         : M, N
 100.0                       : X(I), I = 1,2,...N
 0.5                         : T(I), I = 1,2,...M