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

NAG CL Interface Introduction
Example description

nag_specfun_opt_lookback_fls_price (s30bac) Example Program Data
 Nag_Call             : Nag_Call or Nag_Put
 120.0 0.3 0.1 0.06   : s, sigma, r, q
 1 1                  : m, n
 100.0                : SM(I), I = 1,2,...m
 0.5                  : T(I), I = 1,2,...n