```/* nag_barrier_std_price (s30fac) Example Program.
*
* Copyright 2017 Numerical Algorithms Group.
*
* Mark 26.2, 2017.
*/
#include <stdio.h>
#include <math.h>
#include <string.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nags.h>

int main(void)
{
/* Integer scalar and array declarations */
Integer exit_status = 0;
Integer i, j, m, n;
NagError fail;
Nag_CallPut putnum;
Nag_Barrier typenum;
/* Double scalar and array declarations */
double h, k, q, r, s, sigma;
double *p = 0, *t = 0, *x = 0;
/* Character scalar and array declarations */
char put[8 + 1];
char type[14 + 1];
Nag_OrderType order;

INIT_FAIL(fail);

printf("nag_barrier_std_price (s30fac) Example Program Results\n");
printf("Standard Barrier Option\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
/* Read put, type */
scanf("%8s%14s%*[^\n] ", put, type);
/*
* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
putnum = (Nag_CallPut) nag_enum_name_to_value(put);
typenum = (Nag_Barrier) nag_enum_name_to_value(type);
/* Read s, h, k, sigma, r, q */
scanf("%lf%lf%lf%lf%lf%lf%*[^\n] ", &s, &h, &k, &sigma, &r, &q);
/* Read m, n */
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &m, &n);
#ifdef NAG_COLUMN_MAJOR
#define P(I, J) p[(J-1)*m + I-1]
order = Nag_ColMajor;
#else
#define P(I, J) p[(I-1)*n + J-1]
order = Nag_RowMajor;
#endif
if (!(p = NAG_ALLOC(m * n, double)) ||
!(t = NAG_ALLOC(n, double)) || !(x = NAG_ALLOC(m, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read array of strike/exercise prices, X */
for (i = 0; i < m; i++)
scanf("%lf ", &x[i]);
scanf("%*[^\n] ");
/* Read array of times to expiry */
for (i = 0; i < n; i++)
scanf("%lf ", &t[i]);
scanf("%*[^\n] ");
/*
* nag_barrier_std_price (s30fac)
* Standard Barrier option pricing formula
*/
nag_barrier_std_price(order, putnum, typenum, m, n, x, s, h, k, t, sigma, r,
q, p, &fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_barrier_std_price (s30fac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
if (putnum == Nag_Call)
printf("%s\n", "Call :");
else if (putnum == Nag_Put)
printf("%s\n", "Put :");
if (typenum == Nag_DownandIn)
printf("%s\n\n", "Down-and-In");
else if (typenum == Nag_DownandOut)
printf("%s\n\n", "Down-and-Out");
else if (typenum == Nag_UpandIn)
printf("%s\n\n", "Up-and-In");
else if (typenum == Nag_UpandOut)
printf("%s\n\n", "Up-and-Out");
printf("%s%8.4f\n", "  Spot       = ", s);
printf("%s%8.4f\n", "  Barrier    = ", h);
printf("%s%8.4f\n", "  Rebate     = ", k);
printf("%s%8.4f\n", "  Volatility = ", sigma);
printf("%s%8.4f\n", "  Rate       = ", r);
printf("%s%8.4f\n", "  Dividend   = ", q);
printf("\n");
printf("%s\n", "   Strike   Expiry   Option Price");
for (i = 1; i <= m; i++)
for (j = 1; j <= n; j++)
printf("%9.4f%9.4f %11.4f\n", x[i - 1], t[j - 1], P(i, j));

END:
NAG_FREE(p);
NAG_FREE(t);
NAG_FREE(x);

return exit_status;
}
```