Swap
Key Swap in Inflation Option refers to the option's underlying inflation swap.
Expects an object of type Inflation Swap that has Swap Type = Zero Coupon.
Assuming Direction = Call, the option holder has the right to buy the swap defined here for a zero strike price.
This means, the option holder has the right to enter into a swap receiving inflation and paying fixed if the underlying swap is of Receiver type and vice versa if it is of Payer type.
This is reversed if Direction = Put