Tenor
The column titled #Tenor in the table associated with the key Setis optional and contains elements of type Step.
Each element represents the length of the corresponding swap, expressed as time interval.
More precisely, the effective (start) date Tₛ of the corresponding swap, which is the date when the swap's legs start accruing, is either specified in the optional column #StartDate or calculated as Tₛ = T₀ + s + Δ where T₀ is the trade date, s is the settlement period defined by the entry Settle Days and Δ is optionally specified in the column #StartDelay
The nominal maturity date of the swap is then calculated as T = Tₛ + τ, where τ is the time interval specified here.
Note, T may fall on a non-business day.
T is then used to construct the dates that define the accrual periods of each leg by taking into account the conventions specified in ON Index
It follows that the latest of these dates may not match T.
If omitted, the column titled #EndDate becomes mandatory.
If both columns exist, each row must have either the #Tenor or the #EndDate cell specified.