FxVolSpec
TYPE
Fx Vol Spec
FX Data
Financial
Data
Type
ATM Def
Delta 50
Delta Neutral
Fwd
Gamma Max
Spot
Vega Max
Delta Def
Fwd
PA Fwd
PA Spot
Spot
Delta
0.25
Smile Interp
VannaVolga
-Long Term Switch
true
false
Switch Tenor
Switch Date
LT ATM Def
Delta 50
Delta Neutral
Fwd
Gamma Max
Spot
Vega Max
LT Delta Def
Fwd
PA Fwd
PA Spot
Spot
Monotone Var
true
false
VV Approx
true
false
Calendar
No
DayCount
ACT/365F