ATM Shift


Key ATM Shift of function
Shift in FxdFlt Swaptionrefers to an optional number that specifies the flat rate of the produced swaption's underlying swap indirectly in terms of a shift relative to the at-the-money rate, similarly to the key ATM Shift in Vanilla IRS
This entry may also hold a
1D-array of m numbers, which are then paired with the n text tokens defined in Code
If m < n, the last number applies to all remaining unused text tokens.

A value entered here is ignored if the corresponding
Strikevalue is set to a concrete number.

If omitted, the default is 0.