NAG Library Manual, Mark 29.3
Interfaces:  FL   CL   CPP   AD 

NAG FL Interface Introduction
Example description

S30CDF Example Program Data
 'P'                 : Call = 'C', Put = 'P'
 70.0 0.15 0.05 0.03 : S, SIGMA, R, Q
 1 1                 : M, N
 65.0                : X(I), I = 1,2,...M
 0.8                 : T(I), I = 1,2,...N