BasketMeasures.java

  1. package org.drip.analytics.output;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

  7. /*!
  8.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  14.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  15.  * Copyright (C) 2013 Lakshmi Krishnamurthy
  16.  * Copyright (C) 2012 Lakshmi Krishnamurthy
  17.  * Copyright (C) 2011 Lakshmi Krishnamurthy
  18.  * 
  19.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  20.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  21.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  22.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  23.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  24.  *      and computational support.
  25.  *  
  26.  *      https://lakshmidrip.github.io/DROP/
  27.  *  
  28.  *  DROP is composed of three modules:
  29.  *  
  30.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  31.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  32.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  33.  * 
  34.  *  DROP Product Core implements libraries for the following:
  35.  *  - Fixed Income Analytics
  36.  *  - Loan Analytics
  37.  *  - Transaction Cost Analytics
  38.  * 
  39.  *  DROP Portfolio Core implements libraries for the following:
  40.  *  - Asset Allocation Analytics
  41.  *  - Asset Liability Management Analytics
  42.  *  - Capital Estimation Analytics
  43.  *  - Exposure Analytics
  44.  *  - Margin Analytics
  45.  *  - XVA Analytics
  46.  * 
  47.  *  DROP Computational Core implements libraries for the following:
  48.  *  - Algorithm Support
  49.  *  - Computation Support
  50.  *  - Function Analysis
  51.  *  - Model Validation
  52.  *  - Numerical Analysis
  53.  *  - Numerical Optimizer
  54.  *  - Spline Builder
  55.  *  - Statistical Learning
  56.  * 
  57.  *  Documentation for DROP is Spread Over:
  58.  * 
  59.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  60.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  61.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  62.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  63.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  64.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  65.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  66.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  67.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  68.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  69.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  70.  * 
  71.  *  Licensed under the Apache License, Version 2.0 (the "License");
  72.  *      you may not use this file except in compliance with the License.
  73.  *   
  74.  *  You may obtain a copy of the License at
  75.  *      http://www.apache.org/licenses/LICENSE-2.0
  76.  *  
  77.  *  Unless required by applicable law or agreed to in writing, software
  78.  *      distributed under the License is distributed on an "AS IS" BASIS,
  79.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  80.  *  
  81.  *  See the License for the specific language governing permissions and
  82.  *      limitations under the License.
  83.  */

  85. /**
  86.  * <i>BasketMeasures</i> is the place holder for the analytical basket measures, optionally across scenarios.
  87.  * It contains the following scenario measure maps:
  88.  *
  89.  *  <br><br>
  90.  *  <ul>
  91.  *      <li>
  92.  *          Unadjusted Base Measures
  93.  *      </li>
  94.  *      <li>
  95.  *          Flat delta/gamma bump measure maps for IR/credit/RR bump curves
  96.  *      </li>
  97.  *      <li>
  98.  *          Component/tenor bump double maps for IR/credit/RR curves
  99.  *      </li>
  100.  *      <li>
  101.  *          Flat/component recovery bumped measure maps for recovery bumped credit curves
  102.  *      </li>
  103.  *      <li>
  104.  *          Custom scenario measure map
  105.  *      </li>
  106.  *  </ul>
  107.  *
  108.  *  <br><br>
  109.  *  <ul>
  110.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
  111.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
  112.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/analytics/README.md">Date, Cash Flow, and Cash Flow Period Measure Generation Utilities</a></li>
  113.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/analytics/output/README.md">Period Product Targeted Valuation Measures</a></li>
  114.  *  </ul>
  115.  * 
  116.  * @author Lakshmi Krishnamurthy
  117.  */

  119. public class BasketMeasures extends org.drip.analytics.output.ComponentMeasures {
  120.     private
  121.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  122.             _mmComponentIRDeltaMeasures = null;
  123.     private
  124.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  125.             _mmComponentIRGammaMeasures = null;
  126.     private
  127.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  128.             _mmComponentCreditDeltaMeasures = null;
  129.     private
  130.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  131.             _mmComponentCreditGammaMeasures = null;
  132.     private
  133.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  134.             _mmComponentRRDeltaMeasures = null;
  135.     private
  136.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  137.             _mmComponentRRGammaMeasures = null;
  138.     private
  139.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  140.             _mmmComponentTenorIRDeltaMeasures = null;
  141.     private
  142.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  143.             _mmmComponentTenorIRGammaMeasures = null;
  144.     private
  145.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  146.             _mmmComponentTenorCreditDeltaMeasures = null;
  147.     private
  148.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  149.             _mmmComponentTenorCreditGammaMeasures = null;
  150.     private
  151.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  152.             _mmComponentCustomMeasures = null;

  154.     /**
  155.      * Empty constructor - all members initialized to NaN or null
  156.      */

  158.     public BasketMeasures()
  159.     {
  160.     }

  162.     /**
  163.      * Retrieve the Component IR Delta Double Measure Map
  164.      * 
  165.      * @return The Component IR Delta Double Measure Map
  166.      */

  168.     public
  169.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  170.             componentIRDeltaMeasures()
  171.     {
  172.         return _mmComponentIRDeltaMeasures;
  173.     }

  175.     /**
  176.      * Set the Component IR Delta Double Measures Map
  177.      * 
  178.      * @param mmComponentIRDeltaMeasures The Component IR Delta Double Measures Map
  179.      * 
  180.      * @return TRUE - The Component IR Delta Double Measures Map Successfully Set
  181.      */

  183.     public boolean setComponentIRDeltaMeasures (
  184.         final
  185.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  186.                 mmComponentIRDeltaMeasures)
  187.     {
  188.         if (null == mmComponentIRDeltaMeasures || 0 == mmComponentIRDeltaMeasures.size()) return false;

  190.         _mmComponentIRDeltaMeasures = mmComponentIRDeltaMeasures;
  191.         return true;
  192.     }

  194.     /**
  195.      * Retrieve the Component IR Gamma Double Measure Map
  196.      * 
  197.      * @return The Component IR Gamma Double Measure Map
  198.      */

  200.     public
  201.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  202.             componentIRGammaMeasures()
  203.     {
  204.         return _mmComponentIRGammaMeasures;
  205.     }

  207.     /**
  208.      * Set the Component IR Gamma Double Measures Map
  209.      * 
  210.      * @param mmComponentIRGammaMeasures The Component IR Gamma Double Measures Map
  211.      * 
  212.      * @return TRUE - The Component IR Gamma Double Measures Map Successfully Set
  213.      */

  215.     public boolean setComponentIRGammaMeasures (
  216.         final
  217.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  218.                 mmComponentIRGammaMeasures)
  219.     {
  220.         if (null == mmComponentIRGammaMeasures || 0 == mmComponentIRGammaMeasures.size()) return false;

  222.         _mmComponentIRGammaMeasures = mmComponentIRGammaMeasures;
  223.         return true;
  224.     }

  226.     /**
  227.      * Retrieve the Component Credit Delta Double Measure Map
  228.      * 
  229.      * @return The ComponentCredit Delta Double Measure Map
  230.      */

  232.     public
  233.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  234.             componentCreditDeltaMeasures()
  235.     {
  236.         return _mmComponentCreditDeltaMeasures;
  237.     }

  239.     /**
  240.      * Set the Component Credit Delta Double Measures Map
  241.      * 
  242.      * @param mmComponentCreditDeltaMeasures The Component Credit Delta Double Measures Map
  243.      * 
  244.      * @return TRUE - The Component Credit Delta Double Measures Map Successfully Set
  245.      */

  247.     public boolean setComponentCreditDeltaMeasures (
  248.         final
  249.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  250.                 mmComponentCreditDeltaMeasures)
  251.     {
  252.         if (null == mmComponentCreditDeltaMeasures || 0 == mmComponentCreditDeltaMeasures.size())
  253.             return false;

  255.         _mmComponentCreditDeltaMeasures = mmComponentCreditDeltaMeasures;
  256.         return true;
  257.     }

  259.     /**
  260.      * Retrieve the Component Credit Gamma Double Measure Map
  261.      * 
  262.      * @return The Component Credit Gamma Double Measure Map
  263.      */

  265.     public
  266.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  267.             componentCreditGammaMeasures()
  268.     {
  269.         return _mmComponentCreditGammaMeasures;
  270.     }

  272.     /**
  273.      * Set the Component Credit Gamma Double Measures Map
  274.      * 
  275.      * @param mmComponentCreditGammaMeasures The Component Credit Gamma Double Measures Map
  276.      * 
  277.      * @return TRUE - The Component Credit Gamma Double Measures Map Successfully Set
  278.      */

  280.     public boolean setComponentCreditGammaMeasures (
  281.         final
  282.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  283.                 mmComponentCreditGammaMeasures)
  284.     {
  285.         if (null == mmComponentCreditGammaMeasures || 0 == mmComponentCreditGammaMeasures.size()) return false;

  287.         _mmComponentCreditGammaMeasures = mmComponentCreditGammaMeasures;
  288.         return true;
  289.     }

  291.     /**
  292.      * Retrieve the Component RR Delta Double Measure Map
  293.      * 
  294.      * @return The Component RR Delta Double Measure Map
  295.      */

  297.     public
  298.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  299.             componentRRDeltaMeasures()
  300.     {
  301.         return _mmComponentRRDeltaMeasures;
  302.     }

  304.     /**
  305.      * Set the Component RR Delta Double Measures Map
  306.      * 
  307.      * @param mmComponentRRDeltaMeasures The RR Delta Double Measures Map
  308.      * 
  309.      * @return TRUE - The Component RR Delta Double Measures Map Successfully Set
  310.      */

  312.     public boolean setComponentRRDeltaMeasures (
  313.         final
  314.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  315.                 mmComponentRRDeltaMeasures)
  316.     {
  317.         if (null == mmComponentRRDeltaMeasures || 0 == mmComponentRRDeltaMeasures.size()) return false;

  319.         _mmComponentRRDeltaMeasures = mmComponentRRDeltaMeasures;
  320.         return true;
  321.     }

  323.     /**
  324.      * Retrieve the Component RR Gamma Double Measure Map
  325.      * 
  326.      * @return The Component RR Gamma Double Measure Map
  327.      */

  329.     public
  330.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  331.             componentRRGammaMeasures()
  332.     {
  333.         return _mmComponentRRGammaMeasures;
  334.     }

  336.     /**
  337.      * Set the Component RR Gamma Double Measures Map
  338.      * 
  339.      * @param mmComponentRRGammaMeasures The RR Gamma Double Measures Map
  340.      * 
  341.      * @return TRUE - The Component RR Gamma Double Measures Map Successfully Set
  342.      */

  344.     public boolean setComponentRRGammaMeasures (
  345.         final
  346.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  347.                 mmComponentRRGammaMeasures)
  348.     {
  349.         if (null == mmComponentRRGammaMeasures || 0 == mmComponentRRGammaMeasures.size()) return false;

  351.         _mmComponentRRGammaMeasures = mmComponentRRGammaMeasures;
  352.         return true;
  353.     }

  355.     /**
  356.      * Retrieve the Component/Tenor IR Delta Triple Measure Map
  357.      * 
  358.      * @return The Component/Tenor IR Delta Triple Measure Map
  359.      */

  361.     public
  362.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  363.             componentTenorIRDeltaMeasures()
  364.     {
  365.         return _mmmComponentTenorIRDeltaMeasures;
  366.     }

  368.     /**
  369.      * Set the Component/Tenor IR Delta Triple Measures Map
  370.      * 
  371.      * @param mmmComponentTenorIRDeltaMeasures The Component/Tenor IR Delta Triple Measures Map
  372.      * 
  373.      * @return TRUE - The Component/Tenor IR Delta Triple Measures Map Successfully Set
  374.      */

  376.     public boolean setComponentTenorIRDeltaMeasures (
  377.         final
  378.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  379.                 mmmComponentTenorIRDeltaMeasures)
  380.     {
  381.         if (null == mmmComponentTenorIRDeltaMeasures || 0 == mmmComponentTenorIRDeltaMeasures.size())
  382.             return false;

  384.         _mmmComponentTenorIRDeltaMeasures = mmmComponentTenorIRDeltaMeasures;
  385.         return true;
  386.     }

  388.     /**
  389.      * Retrieve the Component/Tenor IR Gamma Triple Measure Map
  390.      * 
  391.      * @return The Component/Tenor IR Gamma Triple Measure Map
  392.      */

  394.     public
  395.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  396.             componentTenorIRGammaMeasures()
  397.     {
  398.         return _mmmComponentTenorIRGammaMeasures;
  399.     }

  401.     /**
  402.      * Set the Component/Tenor IR Gamma Triple Measures Map
  403.      * 
  404.      * @param mmmComponentTenorIRGammaMeasures The Component/Tenor IR Gamma Triple Measures Map
  405.      * 
  406.      * @return TRUE - The Component/Tenor IR Gamma Triple Measures Map Successfully Set
  407.      */

  409.     public boolean setComponentTenorIRGammaMeasures (
  410.         final
  411.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  412.                 mmmComponentTenorIRGammaMeasures)
  413.     {
  414.         if (null == mmmComponentTenorIRGammaMeasures || 0 == mmmComponentTenorIRGammaMeasures.size())
  415.             return false;

  417.         _mmmComponentTenorIRGammaMeasures = mmmComponentTenorIRGammaMeasures;
  418.         return true;
  419.     }

  421.     /**
  422.      * Retrieve the Component/Tenor Credit Delta Triple Measure Map
  423.      * 
  424.      * @return The Component/Tenor Credit Delta Triple Measure Map
  425.      */

  427.     public
  428.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  429.             componentTenorCreditDeltaMeasures()
  430.     {
  431.         return _mmmComponentTenorCreditDeltaMeasures;
  432.     }

  434.     /**
  435.      * Set the Component/Tenor Credit Delta Triple Measures Map
  436.      * 
  437.      * @param mmmComponentTenorCreditDeltaMeasures The Component/Tenor Credit Delta Triple Measures Map
  438.      * 
  439.      * @return TRUE - The Component/Tenor Credit Delta Triple Measures Map Successfully Set
  440.      */

  442.     public boolean setComponentTenorCreditDeltaMeasures (
  443.         final
  444.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  445.                 mmmComponentTenorCreditDeltaMeasures)
  446.     {
  447.         if (null == mmmComponentTenorCreditDeltaMeasures || 0 == mmmComponentTenorCreditDeltaMeasures.size())
  448.             return false;

  450.         _mmmComponentTenorCreditDeltaMeasures = mmmComponentTenorCreditDeltaMeasures;
  451.         return true;
  452.     }

  454.     /**
  455.      * Retrieve the Component/Tenor Credit Gamma Triple Measure Map
  456.      * 
  457.      * @return The Component/Tenor Credit Gamma Triple Measure Map
  458.      */

  460.     public
  461.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  462.             componentTenorCreditGammaMeasures()
  463.     {
  464.         return _mmmComponentTenorCreditGammaMeasures;
  465.     }

  467.     /**
  468.      * Set the Component/Tenor Credit Gamma Triple Measures Map
  469.      * 
  470.      * @param mmmComponentTenorCreditGammaMeasures The Component/Tenor Credit Gamma Triple Measures Map
  471.      * 
  472.      * @return TRUE - The Component/Tenor Credit Gamma Triple Measures Map Successfully Set
  473.      */

  475.     public boolean setComponentTenorCreditGammaMeasures (
  476.         final
  477.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  478.                 mmmComponentTenorCreditGammaMeasures)
  479.     {
  480.         if (null == mmmComponentTenorCreditGammaMeasures || 0 == mmmComponentTenorCreditGammaMeasures.size())
  481.             return false;

  483.         _mmmComponentTenorCreditGammaMeasures = mmmComponentTenorCreditGammaMeasures;
  484.         return true;
  485.     }

  487.     /**
  488.      * Retrieve the Component Custom Double Measure Map
  489.      * 
  490.      * @return The Component Custom Double Measure Map
  491.      */

  493.     public
  494.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  495.             componentCustomMeasures()
  496.     {
  497.         return _mmComponentCustomMeasures;
  498.     }

  500.     /**
  501.      * Set the Component Custom Double Measures Map
  502.      * 
  503.      * @param mmComponentCustomMeasures The Component Custom Double Measures Map
  504.      * 
  505.      * @return TRUE - The Component Custom Double Measures Map Successfully Set
  506.      */

  508.     public boolean setComponentCustomMeasures (
  509.         final
  510.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  511.                 mmComponentCustomMeasures)
  512.     {
  513.         if (null == mmComponentCustomMeasures || 0 == mmComponentCustomMeasures.size()) return false;

  515.         _mmComponentCustomMeasures = mmComponentCustomMeasures;
  516.         return true;
  517.     }
  518. }
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