Example description

S30BAF Example Program Data
 'C'                  : Call = 'C', Put = 'P'
 120.0 0.3 0.1 0.06   : S, SIGMA, R, Q
 1 1                  : M, N
 100.0                : SM(I), I = 1,2,...M
 0.5                  : T(I), I = 1,2,...N