Maturity

The column titled #Maturity in the table associated with the key Setis used only if Input Method = By Date, in which case it is mandatory and contains elements of type Step.
Each element represents the maturity of the corresponding deposit contract expressed as an object of type Step
If the corresponding implied maturity date falls on a non-business day, is is shifted to the applicable business day according to the conventions specified in Fixing and EOM

Note:
Calendar days are currently not supported, partly because they may easily lead to implied maturity date overlaps, such as with 1D and 2D on a Friday leading to the same maturity date on the following Monday.