@@ -162,7 +162,7 @@ \subsubsection{FX Volatility Structures}
162162 <DayCounter>A365</DayCounter>
163163 <Calendar>US,JP</Calendar>
164164 <Conventions>USD-JPY-FXOPTION</Conventions>
165- <SmileExtrapolation>Linear </SmileExtrapolation>
165+ <SmileExtrapolation>UseInterpolator </SmileExtrapolation>
166166 </FXVolatility>
167167\end {minted }
168168\caption {FX option volatility configuration Smile / Delta}
@@ -274,11 +274,10 @@ \subsubsection{FX Volatility Structures}
274274 data input. See \ref {sss:fx_option_conv } for more details.
275275\item BaseVolatility1: For `ATMTriangulated' this denotes one of the surfaces we want to triangulate from
276276\item BaseVolatility2: For `ATMTriangulated' this denotes one of the surfaces we want to triangulate from
277- \item SmileExtrapolation [Optional]: In case of SmileType Delta. Indicates the extrapolation in the smile direction. The
278- allowable values are None, UseInterpolator, Linear and Flat. Both Flat and
279- None give flat extrapolation in the smile direction. UseInterpolator and
280- Linear indicate that the configured interpolation (linear) should be continued in
281- the strike direction in order to extrapolate.
277+ \item SmileExtrapolation [Optional]: Applicable only in case of SmileType Delta. Indicates the extrapolation in the
278+ smile direction. The allowable values are None, UseInterpolator (or Linear) and Flat. Both Flat and None give flat
279+ extrapolation. UseInterpolator indicates that the configured interpolation should be continued in the strike
280+ direction in order to extrapolate. Default if not provided value is Flat.
282281\end {itemize }
283282
284283\subsubsection {Equity Curve Structures }
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