Strike


Key Strike of function
Shift in FxdFlt Swaptionrefers to an optional number that specifies the flat rate of the produced swaption's underlying swap.
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
Set Strikevalue equalsFALSE

If omitted or set to N/A, the rate is left unspecified, which serves as an indication that the produced swaption's underlying swap is meant to be at-the-money.