NAG Library Manual, Mark 29
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

 G05XEF Example Program Results

 Weiner Path 1, 11 time steps, 3 dimensions
              1          2          3
  1     -2.1275    -2.4995    -6.0191
  2     -6.1589    -1.3257    -3.7378
  3     -5.1917    -3.1653    -6.2291
  4    -11.5557    -5.9183    -5.9062
  5     -9.2492    -5.7497    -4.2989
  6     -6.7853   -13.9759    -0.8990
  7    -12.7642   -15.6386    -3.6481
  8    -12.5245   -11.8142     3.3504
  9    -15.1995   -15.5145     0.5355
 10    -16.0360   -14.4140     0.0104
 11    -22.6719   -14.3308    -0.2418

 Weiner Path 2, 11 time steps, 3 dimensions
              1          2          3
  1     -0.0973     3.7229     0.8640
  2      0.8027     8.5041    -0.9103
  3     -3.8494     6.1062     0.1231
  4     -6.6643     4.9936    -0.1329
  5     -6.8095     9.3508     4.7022
  6     -7.7178    10.9577    -1.4262
  7     -8.0711    12.7207     4.4744
  8    -12.8353     8.8296     7.6458
  9     -7.9795    12.2399     7.3783
 10     -6.4313    10.0770     5.5234
 11     -6.6258    10.3026     6.5021