Forward Start

Key Forward Start in
Yield Curve Swp refers to an optional time interval that can be used to make the input swap rates refer to forward starting swaps.
Expects an object of type
The default is
0D, whereby all swaps are spot swaps that still carry their regular settlement period inherited by the given index.

The way this entry works is by being added to the
trade date to produce a displaced spot date, to which the index settlement period will still be added in order to determine the date when the swap legs start accruing.