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

NAG FL Interface Introduction
Example description

S30FAF Example Program Data
 'P'  'DI'                    : Call = 'C', Put = 'P', Type
 100.0 95.0 3.0 0.3 0.08 0.04 : S, H, K, SIGMA, R, Q
 1 1                          : M, N
 100.0                        : X(I), I = 1,2,...M
 0.5                          : T(I), I = 1,2,...N