When pricing a CMS Spread Option the market practice consider the strike as relative to ATM or Absolute?
If I relate to the following paper page 70 the author refers to absolute strike
 Dhamo,E., On the Calibration of the SABR–Libor Market Model Correlations, University of Oxford, 2011
Alternatively the following author refers to them as relative page 20 2 Wong,M-K., A Correlation-sensitive Calibration of a Stochastic Volatility LIBOR Market Model, University of Oxford
This topic has necessarily an impact on the static replication of cms rates.
Any relevant idea?