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

NAG CL Interface Introduction
Example description

nag_specfun_opt_heston_more_greeks (s30ndc) Example Program Data
 Nag_Call                     : CallPut option
 100.0                        : s
   1.5768  0.0398 0.0175      : kappa,  eta,  var0
   0.5751 -0.5711 1.0         : sigmav, corr, grisk
   1       4                  : m, n
 100.0                        : x[i], i = 0,...,n-1
   1.0 1.0 1.0 1.0            : t[i], i = 0,...,m-1
   0.025 0.025 -0.025 -0.025  : r(i), i = 1,2,...n
   0.01 -0.01 0.01 -0.01      : q(i), i = 1,2,...n