Fwd Counting


Key Fwd Counting in
FxdFlt Swaption refers to a boolean that determines the time direction - forward or backward - where the start dates of the fixed leg's accrual periods of the underlying swap 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.