CollectionUtil.java

  1. package org.drip.numerical.common;

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

  84. /**
  85.  * <i>CollectionUtil</i> implements generic utility functions used in DROP modules. Some of the functions it
  86.  * exposes are:
  87.  * 
  88.  * <br><br>
  89.  *  <ul>
  90.  *      <li>
  91.  *          Map Merging Functionality
  92.  *      </li>
  93.  *      <li>
  94.  *          Map Key Functionality - key-value flatteners, key prefixers
  95.  *      </li>
  96.  *      <li>
  97.  *          Decompose/transform List/Set/Array Contents
  98.  *      </li>
  99.  *      <li>
  100.  *          Multi-Dimensional Map Manipulator Routines
  101.  *      </li>
  102.  *      <li>
  103.  *          Construct n-derivatives array from Slope
  104.  *      </li>
  105.  *      <li>
  106.  *          Collate Wengerts to a bigger Wengert
  107.  *      </li>
  108.  *  </ul>
  109.  * 
  110.  * <br><br>
  111.  *  <ul>
  112.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  113.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li>
  114.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/numerical">Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities</a></li>
  115.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/numerical/common">Primitives/Array Manipulate Format Display Utilities</a></li>
  116.  *  </ul>
  117.  * <br><br>
  118.  * 
  119.  * @author Lakshmi Krishnamurthy
  120.  */

  122. public class CollectionUtil {

  124.     /**
  125.      * Prefix the keys in the input map, and return them in a new map
  126.      * 
  127.      * @param mapIn Input map
  128.      * @param strPrefix The prefix
  129.      * 
  130.      * @return Map containing the prefixed entries
  131.      */

  133.     public static final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> PrefixKeys (
  134.         final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapIn,
  135.         final java.lang.String strPrefix)
  136.     {
  137.         if (null == mapIn || null == mapIn.entrySet() || null == strPrefix || strPrefix.isEmpty())
  138.             return null;

  140.         org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapOut = new
  141.             org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>();

  143.         for (java.util.Map.Entry<java.lang.String, java.lang.Double> me : mapIn.entrySet()) {
  144.             if (null != me.getKey() && !me.getKey().isEmpty())
  145.                 mapOut.put (strPrefix + me.getKey(), me.getValue());
  146.         }

  148.         return mapOut;
  149.     }

  151.     /**
  152.      * Merge two maps
  153.      * 
  154.      * @param map1 Map 1
  155.      * @param map2 Map 2
  156.      * 
  157.      * @return The merged map
  158.      */

  160.     public static final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> MergeMaps (
  161.         final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> map1,
  162.         final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> map2)
  163.     {
  164.         if (null == map1 && null == map2) return null;

  166.         if (null == map1 && null != map2) return map2;

  168.         if (null != map1 && null == map2) return map1;

  170.         org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapOut = new
  171.             org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>();

  173.         for (java.util.Map.Entry<java.lang.String, java.lang.Double> me : map1.entrySet())
  174.             mapOut.put (me.getKey(), me.getValue());

  176.         for (java.util.Map.Entry<java.lang.String, java.lang.Double> me : map2.entrySet())
  177.             mapOut.put (me.getKey(), me.getValue());

  179.         return mapOut;
  180.     }

  182.     /**
  183.      * Merge the secondary map onto the main map
  184.      * 
  185.      * @param mapMain Main Map
  186.      * @param mapToAdd Secondary Map to Add
  187.      * 
  188.      * @return True - If successfully merged with main
  189.      */

  191.     public static final boolean MergeWithMain (
  192.         final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapMain,
  193.         final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> mapToAdd)
  194.     {
  195.         if (null == mapMain || null == mapMain.entrySet() || null == mapToAdd || null ==
  196.             mapToAdd.entrySet())
  197.             return false;

  199.         for (java.util.Map.Entry<java.lang.String, java.lang.Double> me : mapToAdd.entrySet())
  200.             mapMain.put (me.getKey(), me.getValue());

  202.         return true;
  203.     }

  205.     /**
  206.      * Flatten an input 2D string/double map into a delimited string array
  207.      * 
  208.      * @param map2DSD 2D String/Double map
  209.      * @param strKVDelimiter Element delimiter
  210.      * @param strRecordDelimiter Record delimiter
  211.      * 
  212.      * @return Flattened map string
  213.      */

  215.     public static final java.lang.String TwoDSDMapToFlatString (
  216.         final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> map2DSD,
  217.         final java.lang.String strKVDelimiter,
  218.         final java.lang.String strRecordDelimiter)
  219.     {
  220.         if (null == map2DSD || 0 == map2DSD.size() || null == map2DSD.entrySet() || null == strKVDelimiter ||
  221.             strKVDelimiter.isEmpty() || null == strRecordDelimiter || strRecordDelimiter.isEmpty())
  222.             return "";

  224.         boolean bFirstEntry = true;

  226.         java.lang.StringBuffer sb = new java.lang.StringBuffer();

  228.         for (java.util.Map.Entry<java.lang.String, java.lang.Double> me : map2DSD.entrySet()) {
  229.             if (null == me || null == me.getKey() || me.getKey().isEmpty()) continue;

  231.             if (bFirstEntry)
  232.                 bFirstEntry = false;
  233.             else
  234.                 sb.append (strRecordDelimiter);

  236.             sb.append (me.getKey() + strKVDelimiter + me.getValue());
  237.         }

  239.         return sb.toString();
  240.     }

  242.     /**
  243.      * Flatten a 3D SSD map structure onto a string array
  244.      * 
  245.      * @param map3DSD 3D SSD map
  246.      * @param strMultiLevelKeyDelimiter Multi Level KeyDelimiter
  247.      * @param strKVDelimiter Key-Value Delimiter
  248.      * @param strRecordDelimiter Record Delimiter
  249.      * 
  250.      * @return Flattened String
  251.      */

  253.     public static final java.lang.String ThreeDSDMapToFlatString (
  254.         final
  255.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  256.                 map3DSD,
  257.         final java.lang.String strMultiLevelKeyDelimiter,
  258.         final java.lang.String strKVDelimiter,
  259.         final java.lang.String strRecordDelimiter)
  260.     {
  261.         if (null == map3DSD || 0 == map3DSD.size() || null == map3DSD.entrySet() || null ==
  262.             strMultiLevelKeyDelimiter || strMultiLevelKeyDelimiter.isEmpty() || null == strKVDelimiter ||
  263.                 strKVDelimiter.isEmpty() || null == strRecordDelimiter || strRecordDelimiter.isEmpty())
  264.             return null;

  266.         boolean bFirstEntry = true;

  268.         java.lang.StringBuffer sb = new java.lang.StringBuffer();

  270.         for (java.util.Map.Entry<java.lang.String,
  271.             org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>> meOut : map3DSD.entrySet()) {
  272.             if (null == meOut || null == meOut.getValue() || null == meOut.getValue().entrySet()) continue;

  274.             for (java.util.Map.Entry<java.lang.String, java.lang.Double> meIn : meOut.getValue().entrySet())
  275.             {
  276.                 if (null == meIn || null == meIn.getKey() || meIn.getKey().isEmpty()) continue;

  278.                 if (bFirstEntry)
  279.                     bFirstEntry = false;
  280.                 else
  281.                     sb.append (strRecordDelimiter);

  283.                 sb.append (meOut.getKey() + strMultiLevelKeyDelimiter + meIn.getKey() + strKVDelimiter +
  284.                     meIn.getValue());
  285.             }
  286.         }

  288.         return sb.toString();
  289.     }

  291.     /**
  292.      * Flatten a 4D SSSD map structure onto a string array
  293.      * 
  294.      * @param map4DSD 4D SSSD map
  295.      * @param strMultiLevelKeyDelimiter Multi Level KeyDelimiter
  296.      * @param strKVDelimiter Key-Value Delimiter
  297.      * @param strRecordDelimiter Record Delimiter
  298.      * 
  299.      * @return Flattened String
  300.      */

  302.     public static final java.lang.String FourDSDMapToFlatString (
  303.         final
  304.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  305.                 map4DSD,
  306.         final java.lang.String strMultiLevelKeyDelimiter,
  307.         final java.lang.String strKVDelimiter,
  308.         final java.lang.String strRecordDelimiter)
  309.     {
  310.         if (null == map4DSD || 0 == map4DSD.size() || null == map4DSD.entrySet() || null ==
  311.             strMultiLevelKeyDelimiter || strMultiLevelKeyDelimiter.isEmpty() || null == strKVDelimiter ||
  312.                 strKVDelimiter.isEmpty() || null == strRecordDelimiter || strRecordDelimiter.isEmpty())
  313.             return null;

  315.         boolean bFirstEntry = true;

  317.         java.lang.StringBuffer sb = new java.lang.StringBuffer();

  319.         for (java.util.Map.Entry<java.lang.String,org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  320.             meOut : map4DSD.entrySet()) {
  321.             if (null == meOut || null == meOut.getValue() || null == meOut.getValue().entrySet() || null ==
  322.                 meOut.getKey() || meOut.getKey().isEmpty())
  323.                 continue;

  325.             for (java.util.Map.Entry<java.lang.String,
  326.                 org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>> meIn :
  327.                     meOut.getValue().entrySet()) {
  328.                 if (null == meIn || null == meIn.getValue() || null == meIn.getValue().entrySet() || null ==
  329.                     meIn.getKey() || meIn.getKey().isEmpty())
  330.                     continue;

  332.                 for (java.util.Map.Entry<java.lang.String, java.lang.Double> me : meIn.getValue().entrySet())
  333.                 {
  334.                     if (null == me || null == me.getKey() || me.getKey().isEmpty()) continue;

  336.                     if (bFirstEntry)
  337.                         bFirstEntry = false;
  338.                     else
  339.                         sb.append (strRecordDelimiter);

  341.                     sb.append (meOut.getKey() + strMultiLevelKeyDelimiter + meIn.getKey() +
  342.                         strMultiLevelKeyDelimiter + me.getKey() + strKVDelimiter + me.getValue());
  343.                 }
  344.             }
  345.         }

  347.         return sb.toString();
  348.     }

  350.     /**
  351.      * Turn a flattened 2D (string, double) string sequence into its corresponding map
  352.      * 
  353.      * @param str2DMap Flattened 2D array input
  354.      * @param strKVDelimiter Key-Value delimiter string
  355.      * @param strRecordDelimiter Record delimiter string
  356.      * @param bSkipNullValue Indicates whether NULL Values are to be skipped
  357.      * @param strNULLString NULL string
  358.      * 
  359.      * @return [String, double] map
  360.      */

  362.     public static final org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>
  363.         FlatStringTo2DSDMap (
  364.             final java.lang.String str2DMap,
  365.             final java.lang.String strKVDelimiter,
  366.             final java.lang.String strRecordDelimiter,
  367.             final boolean bSkipNullValue,
  368.             final java.lang.String strNULLString)
  369.     {
  370.         if (null == str2DMap || str2DMap.isEmpty() || null == strNULLString || strNULLString.isEmpty() ||
  371.             strNULLString.equalsIgnoreCase (str2DMap) || null == strKVDelimiter || strKVDelimiter.isEmpty()
  372.                 || null == strRecordDelimiter || strRecordDelimiter.isEmpty())
  373.             return null;

  375.         java.lang.String[] astrRecord = org.drip.numerical.common.StringUtil.Split (str2DMap,
  376.             strRecordDelimiter);

  378.         if (null == astrRecord || 0 == astrRecord.length) return null;

  380.         org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> map2D = new
  381.             org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>();

  383.         for (int i = 0; i < astrRecord.length; ++i) {
  384.             if (null == astrRecord[i] || astrRecord[i].isEmpty() || strNULLString.equalsIgnoreCase
  385.                 (astrRecord[i]))
  386.                 continue;

  388.             java.lang.String[] astrKVPair = org.drip.numerical.common.StringUtil.Split (astrRecord[i],
  389.                 strKVDelimiter);
  390.             
  391.             if (null == astrKVPair || 2 != astrKVPair.length || null == astrKVPair[0] ||
  392.                 astrKVPair[0].isEmpty() || strNULLString.equalsIgnoreCase (astrKVPair[0]) || (bSkipNullValue
  393.                     && (null == astrKVPair[1] || astrKVPair[1].isEmpty() || strNULLString.equalsIgnoreCase
  394.                         (astrKVPair[1]))))
  395.                 continue;

  397.             map2D.put (astrKVPair[0], java.lang.Double.parseDouble (astrKVPair[1]));
  398.         }

  400.         if (0 == map2D.size()) return null;

  402.         return map2D;
  403.     }

  405.     /**
  406.      * Turn a flattened 3D (string, string, double) string sequence into its corresponding map
  407.      * 
  408.      * @param str3DMap Flattened 3D array input
  409.      * @param strMultiLevelKeyDelimiter Multi-level key delimiter string
  410.      * @param strKVDelimiter Key-Value delimiter string
  411.      * @param strRecordDelimiter Record delimiter string
  412.      * @param bSkipNullValue Indicates whether NULL Values are to be skipped
  413.      * @param strNULLString NULL string
  414.      * 
  415.      * @return [String, [String, double]] map
  416.      */

  418.     public static final
  419.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  420.             FlatStringTo3DSDMap (
  421.                 final java.lang.String str3DMap,
  422.                 final java.lang.String strMultiLevelKeyDelimiter,
  423.                 final java.lang.String strKVDelimiter,
  424.                 final java.lang.String strRecordDelimiter,
  425.                 final boolean bSkipNullValue,
  426.                 final java.lang.String strNULLString)
  427.     {
  428.         if (null == str3DMap || str3DMap.isEmpty() || null == strNULLString || strNULLString.isEmpty() ||
  429.             strNULLString.equalsIgnoreCase (str3DMap) || null == strKVDelimiter || strKVDelimiter.isEmpty()
  430.                 || null == strRecordDelimiter || strRecordDelimiter.isEmpty())
  431.             return null;

  433.         java.lang.String[] astrRecord = org.drip.numerical.common.StringUtil.Split (str3DMap, strRecordDelimiter);

  435.         if (null == astrRecord || 0 == astrRecord.length) return null;

  437.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  438.             map3D = new
  439.                 org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>();

  441.         for (int i = 0; i < astrRecord.length; ++i) {
  442.             if (null == astrRecord[i] || astrRecord[i].isEmpty()) continue;

  444.             java.lang.String[] astrKVPair = org.drip.numerical.common.StringUtil.Split (astrRecord[i], strKVDelimiter);
  445.             
  446.             if (null == astrKVPair || 2 != astrKVPair.length || null == astrKVPair[0] ||
  447.                 astrKVPair[0].isEmpty() || strNULLString.equalsIgnoreCase (astrKVPair[0]) || (bSkipNullValue
  448.                     && (null == astrKVPair[1] || astrKVPair[1].isEmpty() || strNULLString.equalsIgnoreCase
  449.                         (astrKVPair[1]))))
  450.                 continue;

  452.             java.lang.String[] astrKeySet = org.drip.numerical.common.StringUtil.Split (astrKVPair[0],
  453.                 strMultiLevelKeyDelimiter);
  454.             
  455.             if (null == astrKeySet || 2 != astrKeySet.length || null == astrKeySet[0] ||
  456.                 astrKeySet[0].isEmpty() || strNULLString.equalsIgnoreCase (astrKeySet[0]) || null ==
  457.                     astrKeySet[1] || astrKeySet[1].isEmpty() || strNULLString.equalsIgnoreCase
  458.                         (astrKeySet[1]))
  459.                 continue;

  461.             org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> map2D = map3D.get
  462.                 (astrKeySet[0]);

  464.             if (null == map2D)
  465.                 map2D = new org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>();

  467.             map2D.put (astrKeySet[1], java.lang.Double.parseDouble (astrKVPair[1]));

  469.             map3D.put (astrKeySet[0], map2D);
  470.         }

  472.         if (0 == map3D.size()) return null;

  474.         return map3D;
  475.     }

  477.     /**
  478.      * Turn a flattened 4D (string, string, string, double) string sequence into its corresponding map
  479.      * 
  480.      * @param str4DMap Flattened 4D array input
  481.      * @param strMultiLevelKeyDelimiter Multi-level key delimiter string
  482.      * @param strKVDelimiter Key-Value delimiter string
  483.      * @param strRecordDelimiter Record delimiter string
  484.      * @param bSkipNullValue Indicates whether NULL Values are to be skipped
  485.      * @param strNULLString NULL string
  486.      * 
  487.      * @return [String, [String, [String, double]]] map
  488.      */

  490.     public static final
  491.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  492.             FlatStringTo4DSDMap (
  493.                 final java.lang.String str4DMap,
  494.                 final java.lang.String strMultiLevelKeyDelimiter,
  495.                 final java.lang.String strKVDelimiter,
  496.                 final java.lang.String strRecordDelimiter,
  497.                 final boolean bSkipNullValue,
  498.                 final java.lang.String strNULLString)
  499.     {
  500.         if (null == str4DMap || str4DMap.isEmpty() || null == strNULLString || strNULLString.isEmpty() ||
  501.             strNULLString.equalsIgnoreCase (str4DMap) || null == strKVDelimiter || strKVDelimiter.isEmpty()
  502.                 || null == strRecordDelimiter || strRecordDelimiter.isEmpty())
  503.             return null;

  505.         java.lang.String[] astrRecord = org.drip.numerical.common.StringUtil.Split (str4DMap, strRecordDelimiter);

  507.         if (null == astrRecord || 0 == astrRecord.length) return null;

  509.         org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>
  510.             map4D = new
  511.                 org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>>();

  513.         for (int i = 0; i < astrRecord.length; ++i) {
  514.             if (null == astrRecord[i] || astrRecord[i].isEmpty() || strNULLString.equalsIgnoreCase
  515.                 (astrRecord[i]))
  516.                 continue;

  518.             java.lang.String[] astrKVPairOut = org.drip.numerical.common.StringUtil.Split (astrRecord[i],
  519.                 strKVDelimiter);
  520.             
  521.             if (null == astrKVPairOut || 2 != astrKVPairOut.length || null == astrKVPairOut[0] ||
  522.                 astrKVPairOut[0].isEmpty() || strNULLString.equalsIgnoreCase (astrKVPairOut[0]) ||
  523.                     (bSkipNullValue && (null == astrKVPairOut[1] || astrKVPairOut[1].isEmpty() ||
  524.                         strNULLString.equalsIgnoreCase (astrKVPairOut[1]))))
  525.                 continue;

  527.             java.lang.String[] astrKeySet = org.drip.numerical.common.StringUtil.Split (astrKVPairOut[0],
  528.                 strMultiLevelKeyDelimiter);
  529.             
  530.             if (null == astrKeySet || 3 != astrKeySet.length || null == astrKeySet[0] ||
  531.                 astrKeySet[0].isEmpty() || strNULLString.equalsIgnoreCase (astrKeySet[0]) || null ==
  532.                     astrKeySet[1] || astrKeySet[1].isEmpty() || strNULLString.equalsIgnoreCase
  533.                         (astrKeySet[1]) || null == astrKeySet[2] || astrKeySet[2].isEmpty() ||
  534.                             strNULLString.equalsIgnoreCase (astrKeySet[2]))
  535.                 continue;

  537.             org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>
  538.                 map3D = map4D.get (astrKeySet[0]);

  540.             if (null == map3D)
  541.                 map3D = new
  542.                     org.drip.analytics.support.CaseInsensitiveTreeMap<org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>>();

  544.             org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double> map2D = map3D.get
  545.                 (astrKeySet[1]);

  547.             if (null == map2D)
  548.                 map2D = new org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.Double>();

  550.             map2D.put (astrKeySet[2], java.lang.Double.parseDouble (astrKVPairOut[1]));

  552.             map3D.put (astrKeySet[1], map2D);

  554.             map4D.put (astrKeySet[0], map3D);
  555.         }

  557.         if (0 == map4D.size()) return null;

  559.         return map4D;
  560.     }

  562.     /**
  563.      * Populate an array of derivatives using the input slope (and setting the other to zero)
  564.      * 
  565.      * @param iNumDerivs Number of Derivatives to be populated
  566.      * @param dblSlope Slope
  567.      * 
  568.      * @return Array of derivatives
  569.      */

  571.     public static final double[] DerivArrayFromSlope (
  572.         final int iNumDerivs,
  573.         final double dblSlope)
  574.     {
  575.         if (0 >= iNumDerivs || !org.drip.numerical.common.NumberUtil.IsValid (dblSlope)) return null;

  577.         double[] adblDeriv = new double[iNumDerivs];

  579.         for (int i = 0; i < iNumDerivs; ++i)
  580.             adblDeriv[i] = (0 == i) ? dblSlope : 0.;

  582.         return adblDeriv;
  583.     }

  585.     /**
  586.      * Append the Wengert Jacobians inside the list onto one single composite
  587.      * 
  588.      * @param lsWJ List of Wengert Jacobians
  589.      * 
  590.      * @return The Composite Wengert Jacobian
  591.      */

  593.     public static final org.drip.numerical.differentiation.WengertJacobian AppendWengert (
  594.         final java.util.List<org.drip.numerical.differentiation.WengertJacobian> lsWJ)
  595.     {
  596.         if (null == lsWJ || 0 == lsWJ.size()) return null;

  598.         int iNumQuote = 0;
  599.         int iQuoteCursor = 0;
  600.         org.drip.numerical.differentiation.WengertJacobian wjCombined = null;

  602.         for (org.drip.numerical.differentiation.WengertJacobian wj : lsWJ)
  603.             if (null != wj) iNumQuote += wj.numParameters();

  605.         try {
  606.             wjCombined = new org.drip.numerical.differentiation.WengertJacobian (1, iNumQuote);
  607.         } catch (java.lang.Exception e) {
  608.             e.printStackTrace();

  610.             return null;
  611.         }

  613.         for (org.drip.numerical.differentiation.WengertJacobian wj : lsWJ) {
  614.             if (null == wj) continue;

  616.             int iNumParams = wj.numParameters();

  618.             for (int i = 0; i < iNumParams; ++i) {
  619.                 try {
  620.                     if (!wjCombined.accumulatePartialFirstDerivative (0, iQuoteCursor++, wj.firstDerivative
  621.                         (0, i)))
  622.                         return null;
  623.                 } catch (java.lang.Exception e) {
  624.                     e.printStackTrace();

  626.                     return null;
  627.                 }
  628.             }
  629.         }

  631.         return wjCombined;
  632.     }
  633. }
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