Delta
Key Delta in Fx Vol Spec refers to a positive number m between 0 and 1 (also known as moneyness), such that m = |Δ|, where Δ is the delta associated with the RR vol quotes and BF vol quotes specified in the columns #RR and #BF respectively, of the table supplied through the key Vol Set
For example, m = 0.25 indicates |Δ| = 0.25, which means the involved calls have Δ = 0.25 and the puts have Δ = -0.25.
The strike that corresponds to the Δ defined here is produced in accordance with the definition set through the key Delta Def
If this entry is omitted, it defaults to 25.
