Function bachelier 

pub fn bachelier<R: Scalar>(
    forward: R,
    strike: f64,
    vol: R,
    expiry: f64,
    kind: OptionKind,
) -> R

The Bachelier (normal) forward price, undiscounted.

omega·(F − K)·N(omega·d) + sigma·sqrt(T)·phi(d). Unlike Black this is defined for a negative forward and a negative strike, which is why a rates desk reaches for it.