/// <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));
}
