*     S30BAF Example Program Text
*     Mark 22 Release. NAG Copyright 2007.
*     .. Parameters ..
      INTEGER          NIN, NOUT
      PARAMETER        (NIN=5,NOUT=6)
      INTEGER          LDP, MMAX, NMAX
      PARAMETER        (LDP=10,MMAX=10,NMAX=10)
*     .. Local Scalars ..
      DOUBLE PRECISION Q, R, S, SIGMA
      INTEGER          I, IFAIL, J, M, N
      CHARACTER        PUT
*     .. Local Arrays ..
      DOUBLE PRECISION P(LDP,NMAX), SM(MMAX), T(NMAX)
*     .. External Subroutines ..
      EXTERNAL         S30BAF
*     .. Executable Statements ..
      WRITE (NOUT,*) 'S30BAF Example Program Results'
      WRITE (NOUT,*)
      WRITE (NOUT,*) 'Floating-strike Lookback'
*     Skip heading in data file
      READ (NIN,*)
*     Read Problem parameters.
      READ (NIN,*) PUT
      READ (NIN,*) S, SIGMA, R, Q
      READ (NIN,*) M, N
*
      IF (M.LE.MMAX .AND. N.LE.NMAX) THEN
*        Read array of MIN/MAX prices, SM
         READ (NIN,*) (SM(I),I=1,M)
*        Read array of times to expiry
         READ (NIN,*) (T(I),I=1,N)
*
         IFAIL = 1
*
         CALL S30BAF(PUT,M,N,SM,S,T,SIGMA,R,Q,P,LDP,IFAIL)
*
         IF (IFAIL.EQ.0) THEN
            IF (PUT.EQ.'C') THEN
               WRITE (NOUT,*) 'European Call :'
            ELSE IF (PUT.EQ.'P') THEN
               WRITE (NOUT,*) 'European Put :'
            END IF
            WRITE (NOUT,'(A,1X,F8.4)') '  Spot       = ', S
            WRITE (NOUT,'(A,1X,F8.4)') '  Volatility = ', SIGMA
            WRITE (NOUT,'(A,1X,F8.4)') '  Rate       = ', R
            WRITE (NOUT,'(A,1X,F8.4)') '  Dividend   = ', Q
*
            WRITE (NOUT,*)
            WRITE (NOUT,*) '   Strike    Expiry    Option Price'
            DO 40 I = 1, M
               DO 20 J = 1, N
                  WRITE (NOUT,99999) SM(I), T(J), P(I,J)
   20          CONTINUE
   40       CONTINUE
         ELSE
            WRITE (NOUT,*)
            WRITE (NOUT,99998) IFAIL
         END IF
      END IF
*
99999 FORMAT (1X,2(F9.4,1X),6X,F9.4)
99998 FORMAT (1X,' ** S30BAF returned with IFAIL = ',I5)
      END