/// <summary>
/// Computes the price of an option in the normally distributed assets hypothesis (Bachelier model).
/// The first order price derivatives are also provided.
/// </summary>
/// <param name="option"> the option description </param>
/// <param name="data"> the model data </param>
/// <returns> a <seealso cref="ValueDerivatives"/> with the price in the value and the derivatives with
/// respect to [0] the forward, [1] the volatility and [2] the strike </returns>
public ValueDerivatives getPriceAdjoint(EuropeanVanillaOption option, NormalFunctionData data)
{
ArgChecker.notNull(option, "option");
ArgChecker.notNull(data, "data");
return(NormalFormulaRepository.priceAdjoint(data.Forward, option.Strike, option.TimeToExpiry, data.NormalVolatility, data.Numeraire, option.PutCall));
}
