We continue our study of intermediate sums over polyhedra, interpolating between integrals and discrete sums, which were introduced by A. Barvinok [Computing the Ehrhart quasi-polynomial of a rational simplex, Math. Comp. 75 (2006), 1449-1466]. By well-known decompositions, it is sufficient to consider the case of affine cones s+c, where s is an arbitrary real vertex and c is a rational polyhedral cone. For a given rational subspace L, we integrate a given polynomial function h over all lattice slices of the affine cone s + c parallel to the subspace L and sum up the integrals. We study these intermediate sums by means of the intermediate generating functions $S^L(s+c)(xi)$, and expose the bidegree structure in parameters s and $xi$, which was implicitly used in the algorithms in our papers [Computation of the highest coefficients of weighted Ehrhart quasi-polynomials of rational polyhedra, Found. Comput. Math. 12 (2012), 435-469] and [Intermediate sums on polyhedra: Computation and real Ehrhart theory, Mathematika 59 (2013), 1-22]. The bidegree structure is key to a new proof for the Baldoni--Berline--Vergne approximation theorem for discrete generating functions [Local Euler--Maclaurin expansion of Barvinok valuations and Ehrhart coefficients of rational polytopes, Contemp. Math. 452 (2008), 15-33], using the Fourier analysis with respect to the parameter s and a continuity argument. Our study also enables a forthcoming paper, in which we study intermediate sums over multi-parameter families of polytopes.