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I recall an argument for adding
adjustedPaymentDate into the original structure was to allow the ability to
carry around both the rule for adjusting an adjusted date and the implied
adjusted date for internal processing purposes, i.e. the adjustable date may
specify date X subject to adj in accordance with Modified Following using New
York business days and the adjustedPaymentDate structure would allow a place to
specify what you’ve calculated that adjusted date to be. Can you elaborate on the meanings of the proposed
paymentTypeEnum values as I’m not following what the distinction of each
is and what is driving this particular list. What is the value of providing
such a classification if the goal here is to create a much simplified
structure? Guy From: cdwg@xxxxxxxx
[mailto:cdwg@xxxxxxxx] On Behalf Of Lamy,
Pierre Attached is a proposal to develop a simplified version of the
Payment construct, which would be used (to start with) to support both the
option on CDS and bond/CB underlyers as well as the payment associated with the
cancellable and extendible provisions of the ird schema. The image below presents the features of this construct, while
the schema integrates into our work in progress on the options front. Eliminated features from the Payment type: Open questions for the group: - Are we comfortable with the proposed PaymentTypeEnum
enumeration: <<PaymentSimple.png>> <<CDS Option - 20070116
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