S30SBF Example Program Results Asian Option: Geometric Continuous Average-Rate Asian Call : Spot = 80.0000 Volatility = 0.2000 Rate = 0.0500 Cost of carry = 0.0800 Time to Expiry : 0.2500 Strike Price Delta Gamma Vega Theta Rho CRho 97.0000 0.0010 0.0008 0.0006 0.0638 -0.0281 0.0079 0.0081 Strike Price Vanna Charm Speed Colour Zomma Vomma 97.0000 0.0010 0.0443 -0.0196 0.0004 -0.0122 0.0272 3.1893