Beta Shift

Key Beta Shift in Model[Vol Curve] refers to the optional absolut amount by which each beta parameter defined in Betas Guess, in the SABR Model must be shifted during a by-bucket delta risk calculation.
If omitted, the default is 0.001
This applies only if Beta fixed = true, in which case the risk wrt the beta parameters is generated.
It affects only the by-bucket risk. The shift amount during flat risk generation equals the value optionally defined in Delta Shift with default = 0.001.
Note, the risk wrt the market vols is generated (with the shift amount defined in Delta Shift) only if at least one of the four SABR parameters is not kept fixed.