ComponentMeasures.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>ComponentMeasures</i> is the place holder for analytical single component output measures, optionally
  87.  * across scenarios. It contains measure maps for the following scenarios:
  88.  *
  89.  *  <br><br>
  90.  *  <ul>
  91.  *      <li>
  92.  *          Unadjusted Base IR/credit curves
  93.  *      </li>
  94.  *      <li>
  95.  *          Flat delta/gamma bump measure maps for IR/credit bump curves
  96.  *      </li>
  97.  *      <li>
  98.  *          Tenor bump double maps for IR/credit curves
  99.  *      </li>
  100.  *      <li>
  101.  *          Flat/recovery bumped measure maps for recovery bumped credit curves
  102.  *      </li>
  103.  *      <li>
  104.  *          Measure Maps generated for Custom Scenarios
  105.  *      </li>
  106.  *      <li>
  107.  *          Accessor Functions for the above fields
  108.  *      </li>
  109.  *      <li>
  110.  *          Serialize into and de-serialize out of byte arrays
  111.  *      </li>
  112.  *  </ul>
  113.  *
  114.  *  <br><br>
  115.  *  <ul>
  116.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
  117.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></li>
  118.  *      <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>
  119.  *      <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>
  120.  *  </ul>
  121.  *
  122.  * @author Lakshmi Krishnamurthy
  123.  */

  125. public class ComponentMeasures {
  126.     private double _dblCalcTime = java.lang.Double.NaN;
  127.     private org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> _mapBaseMeasures = null;
  128.     private org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> _mapFlatIRDeltaMeasures =
  129.         null;
  130.     private org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> _mapFlatIRGammaMeasures =
  131.         null;
  132.     private org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> _mapFlatRRDeltaMeasures =
  133.         null;
  134.     private org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> _mapFlatRRGammaMeasures =
  135.         null;
  136.     private org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> _mapFlatCreditDeltaMeasures =
  137.         null;
  138.     private org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> _mapFlatCreditGammaMeasures =
  139.         null;
  140.     private
  141.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  142.             _mmTenorIRDeltaMeasures = null;
  143.     private
  144.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  145.             _mmTenorIRGammaMeasures = null;
  146.     private
  147.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  148.             _mmTenorCreditDeltaMeasures = null;
  149.     private
  150.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  151.             _mmTenorCreditGammaMeasures = null;
  152.     private
  153.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  154.             _mmTenorRRDeltaMeasures = null;
  155.     private
  156.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  157.             _mmTenorRRGammaMeasures = null;
  158.     private
  159.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  160.             _mmCustomMeasures = null;

  162.     /**
  163.      * Empty constructor - all members initialized to NaN or null
  164.      */

  166.     public ComponentMeasures()
  167.     {
  168.     }

  170.     /**
  171.      * Retrieve the Calculation Time
  172.      * 
  173.      * @return The Calculation Time
  174.      */

  176.     public double calcTime()
  177.     {
  178.         return _dblCalcTime;
  179.     }

  181.     /**
  182.      * Set the Calculation Time
  183.      * 
  184.      * @param dblCalcTime The Calculation Time
  185.      * 
  186.      * @return TRUE - The Calculation Time Successfully Set
  187.      */

  189.     public boolean setCalcTime (
  190.         final double dblCalcTime)
  191.     {
  192.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblCalcTime)) return false;

  194.         _dblCalcTime = dblCalcTime;
  195.         return true;
  196.     }

  198.     /**
  199.      * Retrieve the Base Measure Map
  200.      * 
  201.      * @return The Base Measure Map
  202.      */

  204.     public org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> baseMeasures()
  205.     {
  206.         return _mapBaseMeasures;
  207.     }

  209.     /**
  210.      * Set the Base Measures Map
  211.      * 
  212.      * @param mapBaseMeasures The Base Measures Map
  213.      * 
  214.      * @return TRUE - The Base Measures Map Successfully Set
  215.      */

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

  222.         _mapBaseMeasures = mapBaseMeasures;
  223.         return true;
  224.     }

  226.     /**
  227.      * Retrieve the Flat IR Delta Measure Map
  228.      * 
  229.      * @return The Flat IR Delta Measure Map
  230.      */

  232.     public org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> flatIRDeltaMeasures()
  233.     {
  234.         return _mapFlatIRDeltaMeasures;
  235.     }

  237.     /**
  238.      * Set the Flat IR Delta Measures Map
  239.      * 
  240.      * @param mapFlatIRDeltaMeasures The Flat IR Delta Measures Map
  241.      * 
  242.      * @return TRUE - The Flat IR Delta Measures Map Successfully Set
  243.      */

  245.     public boolean setFlatIRDeltaMeasures (
  246.         final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapFlatIRDeltaMeasures)
  247.     {
  248.         if (null == mapFlatIRDeltaMeasures || 0 == mapFlatIRDeltaMeasures.size()) return false;

  250.         _mapFlatIRDeltaMeasures = mapFlatIRDeltaMeasures;
  251.         return true;
  252.     }

  254.     /**
  255.      * Retrieve the Flat IR Gamma Measure Map
  256.      * 
  257.      * @return The Flat IR Gamma Measure Map
  258.      */

  260.     public org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> flatIRGammaMeasures()
  261.     {
  262.         return _mapFlatIRGammaMeasures;
  263.     }

  265.     /**
  266.      * Set the Flat IR Gamma Measures Map
  267.      * 
  268.      * @param mapFlatIRGammaMeasures The Flat IR Gamma Measures Map
  269.      * 
  270.      * @return TRUE - The Flat IR Gamma Measures Map Successfully Set
  271.      */

  273.     public boolean setFlatIRGammaMeasures (
  274.         final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapFlatIRGammaMeasures)
  275.     {
  276.         if (null == mapFlatIRGammaMeasures || 0 == mapFlatIRGammaMeasures.size()) return false;

  278.         _mapFlatIRGammaMeasures = mapFlatIRGammaMeasures;
  279.         return true;
  280.     }

  282.     /**
  283.      * Retrieve the Flat RR Delta Measure Map
  284.      * 
  285.      * @return The Flat RR Delta Measure Map
  286.      */

  288.     public org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> flatRRDeltaMeasures()
  289.     {
  290.         return _mapFlatRRDeltaMeasures;
  291.     }

  293.     /**
  294.      * Set the Flat RR Delta Measures Map
  295.      * 
  296.      * @param mapFlatRRDeltaMeasures The Flat RR Delta Measures Map
  297.      * 
  298.      * @return TRUE - The Flat RR Delta Measures Map Successfully Set
  299.      */

  301.     public boolean setFlatRRDeltaMeasures (
  302.         final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapFlatRRDeltaMeasures)
  303.     {
  304.         if (null == mapFlatRRDeltaMeasures || 0 == mapFlatRRDeltaMeasures.size()) return false;

  306.         _mapFlatRRDeltaMeasures = mapFlatRRDeltaMeasures;
  307.         return true;
  308.     }

  310.     /**
  311.      * Retrieve the Flat RR Gamma Measure Map
  312.      * 
  313.      * @return The Flat RR Gamma Measure Map
  314.      */

  316.     public org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> flatRRGammaMeasures()
  317.     {
  318.         return _mapFlatRRGammaMeasures;
  319.     }

  321.     /**
  322.      * Set the Flat RR Gamma Measures Map
  323.      * 
  324.      * @param mapFlatRRGammaMeasures The Flat RR Gamma Measures Map
  325.      * 
  326.      * @return TRUE - The Flat RR Gamma Measures Map Successfully Set
  327.      */

  329.     public boolean setFlatRRGammaMeasures (
  330.         final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapFlatRRGammaMeasures)
  331.     {
  332.         if (null == mapFlatRRGammaMeasures || 0 == mapFlatRRGammaMeasures.size()) return false;

  334.         _mapFlatRRGammaMeasures = mapFlatRRGammaMeasures;
  335.         return true;
  336.     }

  338.     /**
  339.      * Retrieve the Flat Credit Delta Measure Map
  340.      * 
  341.      * @return The Flat Credit Delta Measure Map
  342.      */

  344.     public org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> flatCreditDeltaMeasures()
  345.     {
  346.         return _mapFlatCreditDeltaMeasures;
  347.     }

  349.     /**
  350.      * Set the Flat Credit Delta Measures Map
  351.      * 
  352.      * @param mapFlatCreditDeltaMeasures The Flat Credit Delta Measures Map
  353.      * 
  354.      * @return TRUE - The Flat Credit Delta Measures Map Successfully Set
  355.      */

  357.     public boolean setFlatCreditDeltaMeasures (
  358.         final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapFlatCreditDeltaMeasures)
  359.     {
  360.         if (null == mapFlatCreditDeltaMeasures || 0 == mapFlatCreditDeltaMeasures.size()) return false;

  362.         _mapFlatCreditDeltaMeasures = mapFlatCreditDeltaMeasures;
  363.         return true;
  364.     }

  366.     /**
  367.      * Retrieve the Flat Credit Gamma Measure Map
  368.      * 
  369.      * @return The Flat Credit Gamma Measure Map
  370.      */

  372.     public org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> flatCreditGammaMeasures()
  373.     {
  374.         return _mapFlatCreditGammaMeasures;
  375.     }

  377.     /**
  378.      * Set the Flat Credit Gamma Measures Map
  379.      * 
  380.      * @param mapFlatCreditGammaMeasures The Flat Credit Gamma Measures Map
  381.      * 
  382.      * @return TRUE - The Flat Credit Gamma Measures Map Successfully Set
  383.      */

  385.     public boolean setFlatCreditGammaMeasures (
  386.         final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapFlatCreditGammaMeasures)
  387.     {
  388.         if (null == mapFlatCreditGammaMeasures || 0 == mapFlatCreditGammaMeasures.size()) return false;

  390.         _mapFlatCreditGammaMeasures = mapFlatCreditGammaMeasures;
  391.         return true;
  392.     }

  394.     /**
  395.      * Retrieve the Tenor IR Delta Double Measure Map
  396.      * 
  397.      * @return The Tenor IR Delta Double Measure Map
  398.      */

  400.     public
  401.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  402.             tenorIRDeltaMeasures()
  403.     {
  404.         return _mmTenorIRDeltaMeasures;
  405.     }

  407.     /**
  408.      * Set the Tenor IR Delta Double Measures Map
  409.      * 
  410.      * @param mmTenorIRDeltaMeasures The Tenor IR Delta Double Measures Map
  411.      * 
  412.      * @return TRUE - The Tenor IR Delta Double Measures Map Successfully Set
  413.      */

  415.     public boolean setTenorIRDeltaMeasures (
  416.         final
  417.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  418.                 mmTenorIRDeltaMeasures)
  419.     {
  420.         if (null == mmTenorIRDeltaMeasures || 0 == mmTenorIRDeltaMeasures.size()) return false;

  422.         _mmTenorIRDeltaMeasures = mmTenorIRDeltaMeasures;
  423.         return true;
  424.     }

  426.     /**
  427.      * Retrieve the Tenor IR Gamma Double Measure Map
  428.      * 
  429.      * @return The Tenor IR Gamma Double Measure Map
  430.      */

  432.     public
  433.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  434.             tenorIRGammaMeasures()
  435.     {
  436.         return _mmTenorIRGammaMeasures;
  437.     }

  439.     /**
  440.      * Set the Tenor IR Gamma Double Measures Map
  441.      * 
  442.      * @param mmTenorIRGammaMeasures The Tenor IR Gamma Double Measures Map
  443.      * 
  444.      * @return TRUE - The Tenor IR Gamma Double Measures Map Successfully Set
  445.      */

  447.     public boolean setTenorIRGammaMeasures (
  448.         final
  449.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  450.                 mmTenorIRGammaMeasures)
  451.     {
  452.         if (null == mmTenorIRGammaMeasures || 0 == mmTenorIRGammaMeasures.size()) return false;

  454.         _mmTenorIRGammaMeasures = mmTenorIRGammaMeasures;
  455.         return true;
  456.     }

  458.     /**
  459.      * Retrieve the Tenor Credit Delta Double Measure Map
  460.      * 
  461.      * @return The Tenor Credit Delta Double Measure Map
  462.      */

  464.     public
  465.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  466.             tenorCreditDeltaMeasures()
  467.     {
  468.         return _mmTenorCreditDeltaMeasures;
  469.     }

  471.     /**
  472.      * Set the Tenor Credit Delta Double Measures Map
  473.      * 
  474.      * @param mmTenorCreditDeltaMeasures The Tenor Credit Delta Double Measures Map
  475.      * 
  476.      * @return TRUE - The Tenor Credit Delta Double Measures Map Successfully Set
  477.      */

  479.     public boolean setTenorCreditDeltaMeasures (
  480.         final
  481.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  482.                 mmTenorCreditDeltaMeasures)
  483.     {
  484.         if (null == mmTenorCreditDeltaMeasures || 0 == mmTenorCreditDeltaMeasures.size()) return false;

  486.         _mmTenorCreditDeltaMeasures = mmTenorCreditDeltaMeasures;
  487.         return true;
  488.     }

  490.     /**
  491.      * Retrieve the Tenor Credit Gamma Double Measure Map
  492.      * 
  493.      * @return The Tenor Credit Gamma Double Measure Map
  494.      */

  496.     public
  497.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  498.             tenorCreditGammaMeasures()
  499.     {
  500.         return _mmTenorCreditGammaMeasures;
  501.     }

  503.     /**
  504.      * Set the Tenor Credit Gamma Double Measures Map
  505.      * 
  506.      * @param mmTenorCreditGammaMeasures The Tenor Credit Gamma Double Measures Map
  507.      * 
  508.      * @return TRUE - The Tenor Credit Gamma Double Measures Map Successfully Set
  509.      */

  511.     public boolean setTenorCreditGammaMeasures (
  512.         final
  513.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  514.                 mmTenorCreditGammaMeasures)
  515.     {
  516.         if (null == mmTenorCreditGammaMeasures || 0 == mmTenorCreditGammaMeasures.size()) return false;

  518.         _mmTenorCreditGammaMeasures = mmTenorCreditGammaMeasures;
  519.         return true;
  520.     }

  522.     /**
  523.      * Retrieve the Tenor RR Delta Double Measure Map
  524.      * 
  525.      * @return The Tenor RR Delta Double Measure Map
  526.      */

  528.     public
  529.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  530.             tenorRRDeltaMeasures()
  531.     {
  532.         return _mmTenorRRDeltaMeasures;
  533.     }

  535.     /**
  536.      * Set the Tenor RR Delta Double Measures Map
  537.      * 
  538.      * @param mmTenorRRDeltaMeasures The Tenor RR Delta Double Measures Map
  539.      * 
  540.      * @return TRUE - The Tenor RR Delta Double Measures Map Successfully Set
  541.      */

  543.     public boolean setTenorRRDeltaMeasures (
  544.         final
  545.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  546.                 mmTenorRRDeltaMeasures)
  547.     {
  548.         if (null == mmTenorRRDeltaMeasures || 0 == mmTenorRRDeltaMeasures.size()) return false;

  550.         _mmTenorRRDeltaMeasures = mmTenorRRDeltaMeasures;
  551.         return true;
  552.     }

  554.     /**
  555.      * Retrieve the Tenor RR Gamma Double Measure Map
  556.      * 
  557.      * @return The Tenor RR Gamma Double Measure Map
  558.      */

  560.     public
  561.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  562.             tenorRRGammaMeasures()
  563.     {
  564.         return _mmTenorRRGammaMeasures;
  565.     }

  567.     /**
  568.      * Set the Tenor RR Gamma Double Measures Map
  569.      * 
  570.      * @param mmTenorRRGammaMeasures The Tenor IR Gamma Double Measures Map
  571.      * 
  572.      * @return TRUE - The Tenor RR Gamma Double Measures Map Successfully Set
  573.      */

  575.     public boolean setTenorRRGammaMeasures (
  576.         final
  577.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  578.                 mmTenorRRGammaMeasures)
  579.     {
  580.         if (null == mmTenorRRGammaMeasures || 0 == mmTenorRRGammaMeasures.size()) return false;

  582.         _mmTenorRRGammaMeasures = mmTenorRRGammaMeasures;
  583.         return true;
  584.     }

  586.     /**
  587.      * Retrieve the Custom Double Measure Map
  588.      * 
  589.      * @return The Custom Double Measure Map
  590.      */

  592.     public
  593.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  594.             customMeasures()
  595.     {
  596.         return _mmCustomMeasures;
  597.     }

  599.     /**
  600.      * Set the Custom Double Measures Map
  601.      * 
  602.      * @param mmCustomMeasures The Custom Double Measures Map
  603.      * 
  604.      * @return TRUE - The Custom Double Measures Map Successfully Set
  605.      */

  607.     public boolean setCustomMeasures (
  608.         final
  609.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  610.                 mmCustomMeasures)
  611.     {
  612.         if (null == mmCustomMeasures || 0 == mmCustomMeasures.size()) return false;

  614.         _mmCustomMeasures = mmCustomMeasures;
  615.         return true;
  616.     }
  617. }
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