Example description

nag_specfun_opt_lookback_fls_price (s30bac) Example Program Results
Floating-strike Lookback

European Call :

  Spot       = 120.0000
  Volatility =   0.3000
  Rate       =   0.1000
  Dividend   =   0.0600

  Strike     Expiry    Option Price
 100.0000    0.5000      25.3534