If a trade (lets say for example a 'simple' interest rate swap) is using IMM rolls (so the interest calculation periods start and end on IMM Wed dates), are there particular/special business day conventions that are (can) be used for rolling period start/end date, fixing date & settlement date - or is it just the 'usual' set of business day conventions i.e. following, modified following etc?

Cheers, Eddie

PS I'm not a quant so I hope this question is not inappropriate and makes sense to someone!

If a trade (lets say for example a 'simple' interest rate swap) is using IMM rolls (so the interest calculation periods start and end on IMM Wed dates), are there particular/special business day conventions that are (can) be used for rolling period start/end date, fixing date & settlement date - or is it just the 'usual' set of business day conventions i.e. following, modified following etc?