Store Deltas

Key Store Deltas in Yield Curve refers to an optional boolean that determines whether special QuantLib objects of type YieldTermStructure implied by upward 1 bp flat shifted market quotes should be also generated and stored internally in the produced object of type Yield Curve
If omitted, the default is FALSE, which means that such curves are not generated.
The plural in "curves" is due to the fact that the Yield Curve produced here may depend not only on the market quotes fed as direct input, but also on other elsewhere produced curves that are part of the input data.
In the latter case, each such flat-shifted external curve implies a corresponding YieldTermStructure of the curve here that is also generated and stored.
Setting the value here to TRUE is a prerequisite to using the function Price with Output = Fast Mode for the purpose of generating the tradable's flat DV01 wrt the curve here.