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

NAG CL Interface Introduction
Example description

nag_specfun_opt_amer_bs_price (s30qcc) Example Program Data
 Nag_Call            : Nag_Call or Nag_Put
 110.0 0.2 0.08 0.12 : s, sigma, r, q
 1 1                 : m, n
 100.0               : X(I), I = 1,2,...m
 0.25                : T(I), I = 1,2,...n