Tenor
The column titled #Tenor in the table associated with the key Setis mandatory 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 of the corresponding swap, which is the date when the swap's legs start accruing, is Tₛ = T₀ + s + Δ where T₀ is the trade date, s is the settlement period incorporated in the index Ibor Index and Δ is optionally specified in Start Delay
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 Calendar and EOM
It follows that the latest of these dates may not match T.