# About Dual Delta of FX option in the paper: FX volatility smile construction by Dimitri Reiswich & Uwe Wystup

In the paper: FX volatility smile construction by Dimitri Reiswich & Uwe Wystup. It mentions the computation of premium-adjusted spot delta as follows (Page 6):

As a beginner of FX option, I know the definition of dual delta is the partial derivative of option value to strike. But I can't understand what the idea of derivation is . Like:

1. what is the connection of dual delta and PA spot delta?

2. where does the first equation comes from?

The referenced paper is here: link