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.
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.
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?
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).