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

NAG FL Interface Introduction
Example description

 S30QCF Example Program Results

 American Call :
  Spot       =  110.0000
  Volatility =    0.2000
  Rate       =    0.0800
  Dividend   =    0.1200

    Strike    Expiry    Option Price
  100.0000    0.2500         10.3340