code: public static double bachelierOptionDelta(
  			double forward,
  			double volatility,
  			double optionMaturity,
  			double optionStrike,
  			double payoffUnit)
  	{
  		if(optionMaturity < 0) {
  			return 0;
  		}
  		else if(forward == optionStrike) {
  			return payoffUnit / 2;
  		}
  		else
  		{
  			// Calculate analytic value
  			double dPlus = (forward - optionStrike) / (volatility * Math.sqrt(optionMaturity));
  
  			double deltaAnalytic = NormalDistribution.cumulativeDistribution(dPlus) * payoffUnit;
  
  			return deltaAnalytic;
  		}
  	}
docs: Calculates the option delta of a call, i.e., the payoff max(S(T)-K,0), where S follows a
  normal process with constant volatility, i.e., a Bachelier model
  \[
  \mathrm{d} S(t) = r S(t) \mathrm{d} t + \sigma \mathrm{d}W(t)
  \]
  
  @param forward The forward of the underlying \( F = S(T) \exp(r T) \).
  @param volatility The Bachelier volatility \( \sigma \).
  @param optionMaturity The option maturity T.
  @param optionStrike The option strike K.
  @param payoffUnit The payoff unit (e.g., the discount factor)
  @return Returns the value of a European call option under the Bachelier model.