Delta Def
Key Delta Def in Fx Vol Spec refers to a choice from the list Delta Def
The entry here supplies the Delta definition that applies on 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, but only if their associated option expiry T satisfies T < Tˢʷⁱᵗᶜʰ, where the switch time Tˢʷⁱᵗᶜʰ is specified through the key Switch Tenor or Switch Date
