Add UnadjustedDate to CashFlow?

#1

In some cases it’s very useful to be able to extract the un-bumped date for a cashflow, for example any cashflow matching logic.

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#2

Raised https://github.com/OpenGamma/Strata/issues/1854

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#3

Looking at this again today, I think the answer is to use the EXPLAIN_PRESENT_VALUE measure that returns all the details of the Swap/FRA. Adding a few items to CashFlow will result in a desire for even more later, whereas explain map already has everything necessary.

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#4

I see the map contains RatePaymentPeriod entries but they only seem to have a single PaymentDate key - I am happy to construct my own cashflow objects from an ExplainMap but I don’t think I have both bumped and unbumped dates?

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#5

For Strata, the unadjusted payment date is the same as the unadjusted end date of the last period (or if PaymentRelativeTo set, the unadjusted start date of the first period).

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