Example description

nag_barrier_std_price (s30fac) Example Program Data
 Nag_Put  Nag_DownandIn       : Put and Down-and-in barrier
 100.0 95.0 3.0 0.3 0.08 0.04 : s, h, k, sigma, r, q
 1 1                          : m, n
 100.0                        : X(I), I = 1,2,...m
 0.5                          : T(I), I = 1,2,...n