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

NAG CL Interface Introduction
Example description

nag_specfun_opt_asian_geom_greeks (s30sbc) Example Program Data
 Nag_Call           : Nag_Call or Nag_Put
 80.0 0.2 0.05 0.08 : s, sigma, r, b
 1 1                : m, n
 97.0               : X(I), I = 1,2,...m
 0.25               : T(I), I = 1,2,...n