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

NAG CL Interface Introduction
Example description

nag_specfun_opt_binary_aon_price (s30ccc) Example Program Results
Binary (Digital): Asset-or-Nothing

European Put :

  Spot       =  70.0000
  Volatility =   0.2700
  Rate       =   0.0700
  Dividend   =   0.0500

   Strike    Expiry    Option Price
  65.0000    0.5000      20.2069