Standard Dates

Key Standard Dates in Yield Curve Fut refers to a choice from the list Futures Dates
When the dates are explicitly provided, the setting here is involved only in ensuring that all dates are conformant to it.
Otherwise, as in the case Input Method = By Calendar, the setting here may be used in determining the expiry dates of the listed futures.

Note, the setting here can be Any, in which case: a) no date check is performed or b) the expiry dates are decided by the respective entries in the table at Set
The latter allows for grouping together futures contracts that follow different expiry date calendars, such as 3rdWed followed by IMM that is useful for example when combining 1-month with 3-month SOFR futures.