RR


The column titled #RR in the table associated with the key
FX Vol Set is mandatory and contains elements of type Number.
Each element represents the
RR vol quote σʳʳ for the option expiry T defined in the #Expiry column.
The applicable moneyness m is defined through the entry
Delta of the object of type Fx Vol Spec associated with the key FX Vol Spec

Regarding the maturities that do not appear in the
#Expiry column, a flat extrapolation and linear interpolation assumption is used on the quoted values directly.