C     N: NUMBER OF lattice in X(t)  (N=(XMAX-XMIN+2*LL)*32+1)
C     MINIMUM TICK IS 1/32
c      I0=(Z0-XMIN+LL)*32+1
c     the unit of mu and sigma is in second. To annualizing, *23400*260
c     one day has 6.5 hour (i.e. 23400 seconds) and one year counts 260 days
      INTEGER NDATA,I0,N
      PARAMETER (NDATA=49937,N=353,I0=113)
      REAL*8 XMIN,Z0
      PARAMETER (XMIN=78.00d0, Z0=80.500D0)
      REAL*8 MUMIN,MUL,SGMIN,SGL,LT,LL,ROMIN,ROL
      REAL*8 BETA,ALPHA,GAMMA
      PARAMETER (MUMIN=-18.0d-6,MUL=6.0d-6)
      PARAMETER (ROMIN=0.21750D0, ROL=0.00250D0)
      PARAMETER (LL=1.00D0,LT=2.0d0)
      INTEGER NM,NS,NR
      PARAMETER (NM=8, NS=8, NR=8  )
      real*8 sg(ns)
      data sg/0.00820d0,0.00840d0,0.00860d0, 0.00880d0,
     & 0.009000d0,0.00920d0, 0.00940d0, 0.00960d0/
      PARAMETER (BETA=0.35010120D0,ALPHA=0.24138580D0)