I'm looking for a precise definition of how FX outright delivery dates are computed.
Chapter 1 of the book 'Foreign Exchange Option Pricing: A Practitioners Guide' (this chapter can be found here) outlines quite precisely the rules for calculating expiry and deliver dates for FX options in Section 1.5, but it is not clear to me whether or not these rules also apply to calculation of delivery dates of FX outrights?
In particular, the above reference (along with Wikipedia) state that for outrights less than a month (terms of days or weeks), the delivery date is obtained by adding the number of days to TODAY, and then adjusting the resulting date forward. However other sources indicate that you should instead add the number of days to the SPOT date, and then adjust the resulting date forward. Which is correct?
Is there a golden source for these rules for outrights/swaps, perhaps something along the lines of The 1997 ICOM Master Agreement Guide document for FX options?