Fwd Counting


Key Fwd Counting in
FltFlt Swaption refers to a boolean that determines the time direction - forward or backward - where the start dates of the first leg's accrual periods are collected in order to form the set of exercise dates.
TRUE means the exercise dates are collected in a forward, time-increasing, sense starting with the date defined in
Ex Dates Start.
FALSE means the exercise dates are collected in a backward, time-decreasing, sense starting with the date defined in
Ex Dates Start.