A type defining a date (referred to as the derived date) as a relative
offset from another date (referred to as the anchor date) plus optional date adjustments.
A type that is extending the Offset structure for providing the ability to
specify an FX fixing date as an offset to dates specified somewhere else in the document.
Valuation date offset is used in FX Variance Swap and Volatility Swap to
always relate the Final Observation Date and can be: [Final Observation Date][The first Business Day
following the Final Observation Date]