nag_asian_geom_greeks (s30sbc) Example Program Results
Asian Option: Geometric Continuous Average-Rate

Asian Call :

  Spot          =  80.0000
  Volatility    =   0.2000
  Rate          =   0.0500
  Cost of carry =   0.0800


  Time to Expiry :      0.2500
  Strike    Price    Delta    Gamma     Vega    Theta      Rho     CRho
 97.0000   0.0010   0.0008   0.0006   0.0638  -0.0281   0.0079   0.0081
                     Vanna    Charm    Speed   Colour    Zomma    Vomma
                    0.0443  -0.0196   0.0004  -0.0122   0.0272   3.1893