Fwd Date Shift


Key Fwd Date Shift in
ImpYC Forward refers to the time interval by which the spot date implied by the input yield curve in Spot Curve is shifted in order to reach the reference date of the produced forward curve
Expects an object of type
Period.

The direction of the shift depends on the sign of that interval and the entry
Date Spec
When
Date Spec = By Period Plus, a positive amount indicates a shift to the right and a negative amount indicates a shift to the left.
The shift direction is reversed when
Date Spec = By Period Minus