# Turning an amortising swaption into a normal swaption

Is there a way to enter a trading strategy in which the notional of the cashflows of an amortising swaption become all the same?

For example, imagine the notional for the first four cashflows of an amortising swaption would be 1000, 1000, 500, 300. What can I trade to convert them all into 1000 notional cashflows? I am reading that you can do that by going long and short swaps of different maturities but I am not sure how that would work.

1000, 600, 300, 0.

1) 400, 0, 0, 0