NAG Library Manual, Mark 28.7
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 S30CAF Example Program Results

 Binary (Digital): Cash-or-Nothing
 European Put :
  Spot       =  100.0000
  Payout     =   10.0000
  Volatility =    0.3500
  Rate       =    0.0600
  Dividend   =    0.0000

   Strike     Expiry    Option Price
   80.0000    0.7500          2.2155