// take only 2° and 3° column fromDate and toDate of matrix
public NumericMatrix <Date> GetShortScheduleDate()
{
Array <Date> myFromDateArray = this.FromDateArray();
Array <Date> myToDateArray = this.ToDateArray();
NumericMatrix <Date> myOutMatrix = new NumericMatrix <Date>(myFromDateArray.Length, 2, 0, 0);
myOutMatrix.Column(0, myFromDateArray);
myOutMatrix.Column(1, myToDateArray);
return(myOutMatrix);
}
// the main output a 4column matrix as described
public NumericMatrix <Date> GetLongScheduleDate()
{
Array <Date> myFixingArray = this.FixingArray();
Array <Date> myFromDateArray = this.FromDateArray();
Array <Date> myToDateArray = this.ToDateArray();
Array <Date> myPaymentArray = this.PaymentDateArray();
NumericMatrix <Date> myOutMatrix = new NumericMatrix <Date>(myFixingArray.Length, 4, 0, 0);
myOutMatrix.Column(0, myFixingArray);
myOutMatrix.Column(1, myFromDateArray);
myOutMatrix.Column(2, myToDateArray);
myOutMatrix.Column(3, myPaymentArray);
return(myOutMatrix);
}