All the return swap samples I have seen explicitly state the interim valuation dates. Are there any examples that show the interim valuation dates as relative to another date(s)? For example, is it possible to determine the interim valuation dates as falling between the initial vaulation date and final valuation date based on a frequency such as 1M and roll convention of EOM? Thanks. Update -Please disregard my query. I was able to find an example of rule based valuation dates. Thanks.
