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

NAG CL Interface Introduction
Example description

nag_specfun_opt_binary_con_greeks (s30cbc) Example Program Data
 Nag_Call                 : Nag_Call or Nag_Put
 110.0 5.0 0.35 0.05 0.04 : s, k, sigma, r, q
 1 1                      : m, n
 87.0                     : X(I), I = 1,2,...m
 0.75                     : T(I), I = 1,2,...n