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

NAG FL Interface Introduction
Example description

S30NBF Example Program Data
 'C'                         : Call = 'C', Put = 'P'
 100.0                       : S
 1.5768 0.0398 0.0175 0.5751 -0.5711 1.0 : KAPPA, ETA, VAR0, SIGMAV, CORR, GRISK
 1 4                         : M, N
 100.0                       : X(I), I = 1,2,...M
 1.0 1.0 1.0 1.0             : T(I), I = 1,2,...N
 0.025 0.025 -0.025 -0.025   : R(I), I = 1,2,...N
 0.01 -0.01 0.01 -0.01       : Q(I), I = 1,2,...N