nag_bsm_greeks (s30abc) Example Program Results
European Put :

  Spot       =  55.0000
  Volatility =   0.3000
  Rate       =   0.1000
  Dividend   =   0.0000

  Time to Expiry :      0.7000
  Strike    Price    Delta    Gamma     Vega    Theta      Rho     CRho
 60.0000   6.0245  -0.4770   0.0289  18.3273  -0.7014 -22.5811 -18.3639
                     Vanna    Charm    Speed   Colour    Zomma    Vomma
                    0.2566  -0.2137  -0.0006   0.0215  -0.0972  -0.6816