/** * Data bundle for pricing in a normal framework. * That is, the forward value of the underlying asset is a martingale in the chosen numeraire measure. * * @param forward the forward value of the underlying asset, such as forward value of a stock, or forward Libor rate * @param numeraire the numeraire associated with the equation * @param normalVolatility the normal volatility (sigma) * @return the function data */ public static NormalFunctionData of(double forward, double numeraire, double normalVolatility) { return new NormalFunctionData(forward, numeraire, normalVolatility); }