How to change the interpolation easing of multiple keyframes at once? The easing direction setting in the image above only affects the active keyframe, and when right clicked on the copy to selected operator is grayed out. 

Is python the only way to set this on all selected keyframes at once?
You can use the keyboard shortcut CTRL + E or choose from the menu Key -> Easing Type.

This will affect all selected points. But i don't think it is possible yet to set the easing parameters simultaneously.