NAG Library Manual, Mark 28.5
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 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