Quick and hopefully simple question about a standard swap schedule. Let's say we have a plain vanilla 3y fix-flt interest rate swap with cpn-freq = 1, no stubs, in for example EUR. Start date: 2021-11-29 (NOT last bus day in month) Maturity: 2024-11-29 (last bus day in month) If I just have a quote on a screen what should be assumed regarding the intermediary roll dates? Should they be on the end-of-moth dates or not i.e. [2022-11-29, 2023-11-29] or [2022-11-30, 2023-11-30]? Thanks.