nag_specfun_opt_asian_geom_price (s30sac) Example Program Data
 Nag_Put            : Nag_Call or Nag_Put
 80.0 0.2 0.05 0.08 : s, sigma, r, b
 1 1                : m, n
 85.0               : X(I), I = 1,2,...m
 0.25               : T(I), I = 1,2,...n