Shift

Function Shift within FltFlt Swaption with keys FltFlt Swaption Shift keysreturns a new object of type FltFlt Swaption that is similar to the caller swaption, except of the option expiry and underlying swap tenor.
The latter are set according to a text input in key Code such as 6m3y, which would result to the creation of a 6 month into a 3 year swaption
A Portfolio object is returned if several text tokens are used as input.
Applies only to European swaptions.