All NAG functions accept one argument, NagError structure. This structure is used to test whether the NAG function is executing successfully or not. So you can use this structure instead, but not the try/catch. Please refer to this example.
I know about NagError. But sometimes it is useless. It has correct error code if there was NO exception. Sometimes my project crashes without try/catch statement. Try/catch allows to keep project alive. Try/catch return error code (288), but I don't know the meaning of thise code.
It is about the parameter, which is a pointer to Nag_E04_Opt structure. It is not safe to pass the default pointer to this parameter. Please refer to this example on how to call this function.