```/* nag_lookback_fls_price (s30bac) Example Program.
*
* Copyright 2017 Numerical Algorithms Group.
*
* Mark 26.1, 2017.
*/
#include <stdio.h>
#include <math.h>
#include <string.h>
#include <nag.h>
#include <nag_stdlib.h>
#include <nags.h>

int main(void)
{
/* Integer scalar and array declarations */
Integer exit_status = 0;
Integer i, j, m, n;
NagError fail;
Nag_CallPut putnum;
/* Double scalar and array declarations */
double q, r, s, sigma;
double *p = 0, *sm = 0, *t = 0;
/* Character scalar and array declarations */
char put[8 + 1];
Nag_OrderType order;

INIT_FAIL(fail);

printf("nag_lookback_fls_price (s30bac) Example Program Results\n");
printf("Floating-strike Lookback\n\n");
/* Skip heading in data file */
scanf("%*[^\n] ");
scanf("%8s%*[^\n] ", put);
/*
* nag_enum_name_to_value (x04nac).
* Converts NAG enum member name to value
*/
putnum = (Nag_CallPut) nag_enum_name_to_value(put);
/* Read s, sigma, r, q */
scanf("%lf%lf%lf%lf%*[^\n] ", &s, &sigma, &r, &q);
scanf("%" NAG_IFMT "%" NAG_IFMT "%*[^\n] ", &m, &n);
#ifdef NAG_COLUMN_MAJOR
#define P(I, J) p[(J-1)*m + I-1]
order = Nag_ColMajor;
#else
#define P(I, J) p[(I-1)*n + J-1]
order = Nag_RowMajor;
#endif
if (!(p = NAG_ALLOC(m * n, double)) ||
!(sm = NAG_ALLOC(m, double)) || !(t = NAG_ALLOC(n, double)))
{
printf("Allocation failure\n");
exit_status = -1;
goto END;
}
/* Read array of min/max prices, SM */
for (i = 0; i < m; i++)
scanf("%lf ", &sm[i]);
scanf("%*[^\n] ");
/* Read array of times to expiry */
for (i = 0; i < n; i++)
scanf("%lf ", &t[i]);
scanf("%*[^\n] ");
/*
* nag_lookback_fls_price (s30bac)
* Floating-strike lookback option pricing formula
*/
nag_lookback_fls_price(order, putnum, m, n, sm, s, t, sigma, r, q, p,
&fail);
if (fail.code != NE_NOERROR) {
printf("Error from nag_lookback_fls_price (s30bac).\n%s\n", fail.message);
exit_status = 1;
goto END;
}
if (putnum == Nag_Call)
printf("European Call :\n\n");
else if (putnum == Nag_Put)
printf("European Put :\n\n");
printf("%s%8.4f\n", "  Spot       = ", s);
printf("%s%8.4f\n", "  Volatility = ", sigma);
printf("%s%8.4f\n", "  Rate       = ", r);
printf("%s%8.4f\n", "  Dividend   = ", q);
printf("\n");
printf("%s\n", "  Strike     Expiry    Option Price");
for (i = 1; i <= m; i++)
for (j = 1; j <= n; j++)
printf("%9.4f %9.4f %12.4f\n", sm[i - 1], t[j - 1], P(i, j));

END:
NAG_FREE(p);
NAG_FREE(sm);
NAG_FREE(t);

return exit_status;
}
```