Maturity
The column titled #Maturity in the table associated with the key Setis used only if Input Method = By Date or By Cal Day, in which case it is mandatory and contains elements, all of which must be of type either Date or Integer.
Each element represents the maturity of the corresponding discount factor expressed as date if Input Method = By Date or integer if Input Method = By Cal Day
The integer represents the distance in number of calendar days from the curve's trade date to the discount factor's maturity date.
The top row must contain the curve's trade date or the number 0 (whichever applies), while the corresponding discount factor must equal 1.