Term Structures and Tenors

• The three anchoring concepts → Tenor and Term Structure (the latter also covers the scalar contrast — a market value with no tenor dimension at all).
• A quoted tenor, specifically → Pillar (the subset of tenors that are live inputs to a curve, as distinct from tenor labels in general).
• The anchor date → Horizon Date (what every tenor calculation starts from, and how it differs from the reval date it usually, but not always, coincides with).
• Settlement timing (companion cluster) → FX spot date and settlement (spot days, the T+2 max-of-two rule), Valuation spot date and overnight (reval date, valuation spot date, the pre-spot region, and O/N/T/N outrights), and Tom/Next (its dual role as settlement convention and funding mechanism).
• Landing on a valid date → Date Rolling and Business-Day Calendars (Modified Following and the other standard rolling conventions).
• Irregular dates → Broken Dates and Turn Points (bespoke maturities vs. fixed-calendar-time discontinuities, the three-way tenor classification, and how broken dates are entered/displayed), IMM Dates (the fixed quarterly roll schedule CDS and STIR futures use instead of horizon-relative tenor arithmetic), and FOMC Dates (the sibling fixed-schedule concept for the Fed's own meeting calendar, used for the FOMC-dated flat-forward short end of a SOFR OIS curve).
• Schedule-based tenors → how a tenor resolves as "anchor + steps along a named schedule axis" (SCHEDULE_STEP), the tenor_schedules vocabulary (ROLL_QUARTER closed-form, FOMC_MEETING event-lookup), the 1F..=nF= and 1Y 1RQ notations, and the anchors (measured_from) every resolution starts from — see Tenor's "How a tenor resolves" section, and Tenor and Curve Bootstrapping Architecture for the code model.
• How far a curve goes → Term Structure Extent (30Y for interest rate curves, 5Y-default/30Y-available for vol surfaces, open-ended for CDS, and the flatten-beyond-the-end convention).
• Tracking a point's history → Curve Point Provenance (rejected/interpolated/back-filled/overridden metadata, and why a broken date is never promoted into a standard tenor).
• Filling the gaps → Interpolation (local vs. non-local methods, the curve split tenor) and Extrapolation (before the start vs. flattening beyond the end).
• Which reference point a ladder is quoted off → Out Of Convention (Out of Spot, Tomorrow, or Today, and why non-default bases must be visually flagged).

For how a tenor and a term structure appear in a concrete, bootstrapped interest rate curve — day-count conventions, pillar instruments, interpolation — see Interest Rate Curves. For how several such curves compose into a curve family for one currency, see Interest Rate Curve Families. For the equivalent tenor concept on the volatility side, see FX Volatility Surface.