S30BBF Example Program Results Floating-Strike Lookback European Put : Spot = 87.0000 Volatility = 0.3000 Rate = 0.0600 Dividend = 0.0400 Time to Expiry : 0.5000 S-Max/Min Price Delta Gamma Vega Theta Rho CRho 100.0000 18.3530 -0.3560 0.0391 45.5353 -11.6139 -32.8139 -23.6374 S-Max/Min Price Vanna Charm Speed Colour Zomma Vomma 100.0000 18.3530 1.9141 -0.6199 0.0007 0.0221 -0.0648 76.1292