Swap Settle

Key Swap Settle in FltFlt Swaption refers to the optional delay in the actual start of the underlying interest rate swap.
Expects an object of type Period
If omitted, a settlement period of zero length is assumed.
If this entry is a single Step without specified calendar and bump conventions, the calendar is automatically reset to the union of the calendars of the accrual legs of the swap defined in Underl Swap, while the date bump is set to F