swaps - A question about dates generation

I am actually trying to strip Markit IR curves, following their specs here :

http://www.cdsmodel.com/cdsmodel/assets/cds-model/docs/Interest%20Rate%20Curve%20Specification%20-%20All%20Currencies%20(Updated%20November%208%202014)%20Final.pdf

I have questions about swaps, more specifically about the fixed/floating payment schedule generation, in this Markit/ISDA context (specialist are welcome !) :

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  just to be sure : adding/substracting for instance $3$M to a date $dd/mm/yyyy$ means adding/substracting $3$ to $mm$ (and taking the remainder modulo $12$) and adjusting if needed, right ?

  
  


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  is the generation done forward (for instance for a $3$M floating leg frequency, one adds $3$M to the settlement date to have the first floating payment date and iterate until the tenor maturity of the swap) or backward (one adds let's say $10$Y to the settlement the have the maturity and last floating payment date, and then from this date one moves backward substracting $3$M's from it) ? I guess the generation is done forward, and backward we would have broken periods issues that they don't discuss in the paper. Am I right ?

  
  


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  whether it is backward or forward, do we generate dates by substracting or adding (let's say) $3$M's and then adjusting the whole series of obtained dates, or do we add/substract $3$M, then adjust (according to a given convention) then add/substract $3$M again and adjust again etc etc ?