/// <summary>
 /// Computes forward delta of an option in the normally distributed assets hypothesis (Bachelier model).
 /// </summary>
 /// <param name="option">  the option description </param>
 /// <param name="data">  the model data </param>
 /// <returns> delta </returns>
 public double getDelta(EuropeanVanillaOption option, NormalFunctionData data)
 {
     ArgChecker.notNull(option, "option");
     ArgChecker.notNull(data, "data");
     return(data.Numeraire * NormalFormulaRepository.delta(data.Forward, option.Strike, option.TimeToExpiry, data.NormalVolatility, option.PutCall));
 }