Features:

	- Stream DV01 - Remove Position Dependence (1)
	- Market Vertex Generator Map #1 (2, 3)
	- Market Vertex Generator Map #2 (4, 5)
	- XVA Market Vertex Path #1 (6, 7)
	- XVA Market Vertex Path #2 (8, 9)
	- Market Path Date Vertex Map (20, 21, 22)
	- Market Path Vertex Date Array (23, 24, 25)
	- Path Initial Market Vertex Instance (26, 27)
	- Path Final Market Vertex Instance (28, 29)
	- Position Group Numeraire Forward Value (30, 31)
	- Market Path Vertex Date Containment (32, 33)
	- Market Path Forward Date Vertex (34)
	- Market Vertex For Forward Date (35)
	- Position Holdings Group Value Array (36, 37)
	- XVA Dynamics Path Simulator #1 (38, 39)
	- XVA Dynamics Path Simulator #2 (40, 41)
	- Position Group Trajectory Path #1 (42, 43)
	- Position Group Trajectory Path #2 (44, 45)
	- Position Group Trajectory Path #3 (46, 47, 48)
	- Collateral Group Market Path #1 (49, 50)
	- Collateral Group Market Path #2 (51, 52)
	- XVA Path Market Vertex Array (53, 54)
	- Credit Debt Group Path Vertexes (55, 56)
	- Funding Group Path Market Vertexes (57, 58)
	- Market Path From Vertex Array (59, 60)


Bug Fixes/Clean-up:

Samples:

	- Correlated Numeraire XVA Attribution (10, 11)
	- Correlated Numeraire XVA Explain (12)
	- Correlated Numeraire XVA Greeks (13)
	- Correlated Numeraire XVA Replication Portfolio (14)
	- Burgard 2011 XVA Explain (15)
	- Burgard 2011 XVA Greeks (16)
	- Burgard 2011 XVA Market Generation (17)
	- Burgard 2011 XVA Replication Portfolio (18)
	- Euler Evolution Trajectory Scheme (19)
	- Market Path From Vertex Array #1 (61, 62)
	- Market Path From Vertex Array #2 (63, 64)
	- Market Path From Vertex Array #3 (65, 66)
	- Market Path From Vertex Array #4 (67, 68)
	- Market Path From Vertex Array #5 (69, 70)
	- Market Path From Vertex Array #6 (71, 72)
	- Market Path From Vertex Array #7 (73, 74)
	- Market Path From Vertex Array #8 (75, 76)
	- Market Path From Vertex Array #9 (77, 78)

ReleaseNotes/04_25_2018.txt

@@ -0,0 +1,52 @@
+
+Features:
+
+	- Stream DV01 - Remove Position Dependence (1)
+	- Market Vertex Generator Map #1 (2, 3)
+	- Market Vertex Generator Map #2 (4, 5)
+	- XVA Market Vertex Path #1 (6, 7)
+	- XVA Market Vertex Path #2 (8, 9)
+	- Market Path Date Vertex Map (20, 21, 22)
+	- Market Path Vertex Date Array (23, 24, 25)
+	- Path Initial Market Vertex Instance (26, 27)
+	- Path Final Market Vertex Instance (28, 29)
+	- Position Group Numeraire Forward Value (30, 31)
+	- Market Path Vertex Date Containment (32, 33)
+	- Market Path Forward Date Vertex (34)
+	- Market Vertex For Forward Date (35)
+	- Position Holdings Group Value Array (36, 37)
+	- XVA Dynamics Path Simulator #1 (38, 39)
+	- XVA Dynamics Path Simulator #2 (40, 41)
+	- Position Group Trajectory Path #1 (42, 43)
+	- Position Group Trajectory Path #2 (44, 45)
+	- Position Group Trajectory Path #3 (46, 47, 48)
+	- Collateral Group Market Path #1 (49, 50)
+	- Collateral Group Market Path #2 (51, 52)
+	- XVA Path Market Vertex Array (53, 54)
+	- Credit Debt Group Path Vertexes (55, 56)
+	- Funding Group Path Market Vertexes (57, 58)
+	- Market Path From Vertex Array (59, 60)
+
+
+Bug Fixes/Clean-up:
+
+Samples:
+
+	- Correlated Numeraire XVA Attribution (10, 11)
+	- Correlated Numeraire XVA Explain (12)
+	- Correlated Numeraire XVA Greeks (13)
+	- Correlated Numeraire XVA Replication Portfolio (14)
+	- Burgard 2011 XVA Explain (15)
+	- Burgard 2011 XVA Greeks (16)
+	- Burgard 2011 XVA Market Generation (17)
+	- Burgard 2011 XVA Replication Portfolio (18)
+	- Euler Evolution Trajectory Scheme (19)
+	- Market Path From Vertex Array #1 (61, 62)
+	- Market Path From Vertex Array #2 (63, 64)
+	- Market Path From Vertex Array #3 (65, 66)
+	- Market Path From Vertex Array #4 (67, 68)
+	- Market Path From Vertex Array #5 (69, 70)
+	- Market Path From Vertex Array #6 (71, 72)
+	- Market Path From Vertex Array #7 (73, 74)
+	- Market Path From Vertex Array #8 (75, 76)
+	- Market Path From Vertex Array #9 (77, 78)

src/main/java/org/drip/sample/burgard2011/CorrelatedNumeraireXVAAttribution.java

@@ -1,6 +1,8 @@
 
 package org.drip.sample.burgard2011;
 
+import java.util.Map;
+
 import org.drip.analytics.date.*;
 import org.drip.analytics.support.VertexDateBuilder;
 import org.drip.measure.discrete.SequenceGenerator;
@@ -88,6 +90,23 @@
 
 public class CorrelatedNumeraireXVAAttribution {
 
+	private static final MarketVertex[] MarketVertexArray (
+		final Map<Integer, MarketVertex> marketVertexMap)
+		throws Exception
+	{
+		int marketVertexCount = marketVertexMap.size();
+
+		int marketVertexIndex = 0;
+		MarketVertex[] marketVertexArray = new MarketVertex[marketVertexCount];
+
+		for (Map.Entry<Integer, MarketVertex> marketVertexMapEntry : marketVertexMap.entrySet())
+		{
+			marketVertexArray[marketVertexIndex++] = marketVertexMapEntry.getValue();
+		}
+
+		return marketVertexArray;
+	}
+
 	private static final EvolutionTrajectoryVertex RunStep (
 		final TrajectoryEvolutionScheme tes,
 		final BurgardKjaerOperator bko,
@@ -502,12 +521,14 @@ public static final void main (
 
 		System.out.println ("mvInitial = " + mvInitial);
 
-		MarketVertex[] aMV = mvg.marketVertex (
-			mvInitial,
-			Matrix.Transpose (
-				SequenceGenerator.GaussianJoint (
-					iNumVertex,
-					aadblCorrelationMatrix
+		MarketVertex[] aMV = MarketVertexArray (
+			mvg.marketVertex (
+				mvInitial,
+				Matrix.Transpose (
+					SequenceGenerator.GaussianJoint (
+						iNumVertex,
+						aadblCorrelationMatrix
+					)
 				)
 			)
 		);

src/main/java/org/drip/sample/burgard2011/CorrelatedNumeraireXVAExplain.java

@@ -1,6 +1,8 @@
 
 package org.drip.sample.burgard2011;
 
+import java.util.Map;
+
 import org.drip.analytics.date.*;
 import org.drip.analytics.support.VertexDateBuilder;
 import org.drip.measure.discrete.SequenceGenerator;
@@ -88,6 +90,23 @@
 
 public class CorrelatedNumeraireXVAExplain {
 
+	private static final MarketVertex[] MarketVertexArray (
+		final Map<Integer, MarketVertex> marketVertexMap)
+		throws Exception
+	{
+		int marketVertexCount = marketVertexMap.size();
+
+		int marketVertexIndex = 0;
+		MarketVertex[] marketVertexArray = new MarketVertex[marketVertexCount];
+
+		for (Map.Entry<Integer, MarketVertex> marketVertexMapEntry : marketVertexMap.entrySet())
+		{
+			marketVertexArray[marketVertexIndex++] = marketVertexMapEntry.getValue();
+		}
+
+		return marketVertexArray;
+	}
+
 	private static final EvolutionTrajectoryVertex RunStep (
 		final TrajectoryEvolutionScheme tes,
 		final BurgardKjaerOperator bko,
@@ -502,12 +521,14 @@ public static final void main (
 			)
 		);
 
-		MarketVertex[] aMV = mvg.marketVertex (
-			mvInitial,
-			Matrix.Transpose (
-				SequenceGenerator.GaussianJoint (
-					iNumVertex,
-					aadblCorrelationMatrix
+		MarketVertex[] aMV = MarketVertexArray (
+			mvg.marketVertex (
+				mvInitial,
+				Matrix.Transpose (
+					SequenceGenerator.GaussianJoint (
+						iNumVertex,
+						aadblCorrelationMatrix
+					)
 				)
 			)
 		);

src/main/java/org/drip/sample/burgard2011/CorrelatedNumeraireXVAGreeks.java

@@ -1,6 +1,8 @@
 
 package org.drip.sample.burgard2011;
 
+import java.util.Map;
+
 import org.drip.analytics.date.*;
 import org.drip.analytics.support.VertexDateBuilder;
 import org.drip.measure.discrete.SequenceGenerator;
@@ -88,6 +90,23 @@
 
 public class CorrelatedNumeraireXVAGreeks {
 
+	private static final MarketVertex[] MarketVertexArray (
+		final Map<Integer, MarketVertex> marketVertexMap)
+		throws Exception
+	{
+		int marketVertexCount = marketVertexMap.size();
+
+		int marketVertexIndex = 0;
+		MarketVertex[] marketVertexArray = new MarketVertex[marketVertexCount];
+
+		for (Map.Entry<Integer, MarketVertex> marketVertexMapEntry : marketVertexMap.entrySet())
+		{
+			marketVertexArray[marketVertexIndex++] = marketVertexMapEntry.getValue();
+		}
+
+		return marketVertexArray;
+	}
+
 	private static final EvolutionTrajectoryVertex RunStep (
 		final TrajectoryEvolutionScheme tes,
 		final BurgardKjaerOperator bko,
@@ -500,12 +519,14 @@ public static final void main (
 			)
 		);
 
-		MarketVertex[] aMV = mvg.marketVertex (
-			mvInitial,
-			Matrix.Transpose (
-				SequenceGenerator.GaussianJoint (
-					iNumVertex,
-					aadblCorrelationMatrix
+		MarketVertex[] aMV = MarketVertexArray (
+			mvg.marketVertex (
+				mvInitial,
+				Matrix.Transpose (
+					SequenceGenerator.GaussianJoint (
+						iNumVertex,
+						aadblCorrelationMatrix
+					)
 				)
 			)
 		);

src/main/java/org/drip/sample/burgard2011/CorrelatedNumeraireXVAReplicationPortfolio.java

@@ -1,6 +1,8 @@
 
 package org.drip.sample.burgard2011;
 
+import java.util.Map;
+
 import org.drip.analytics.date.*;
 import org.drip.analytics.support.VertexDateBuilder;
 import org.drip.measure.discrete.SequenceGenerator;
@@ -89,6 +91,23 @@
 
 public class CorrelatedNumeraireXVAReplicationPortfolio {
 
+	private static final MarketVertex[] MarketVertexArray (
+		final Map<Integer, MarketVertex> marketVertexMap)
+		throws Exception
+	{
+		int marketVertexCount = marketVertexMap.size();
+
+		int marketVertexIndex = 0;
+		MarketVertex[] marketVertexArray = new MarketVertex[marketVertexCount];
+
+		for (Map.Entry<Integer, MarketVertex> marketVertexMapEntry : marketVertexMap.entrySet())
+		{
+			marketVertexArray[marketVertexIndex++] = marketVertexMapEntry.getValue();
+		}
+
+		return marketVertexArray;
+	}
+
 	private static final EvolutionTrajectoryVertex RunStep (
 		final TrajectoryEvolutionScheme tes,
 		final BurgardKjaerOperator bko,
@@ -499,12 +518,14 @@ public static final void main (
 			)
 		);
 
-		MarketVertex[] aMV = mvg.marketVertex (
-			mvInitial,
-			Matrix.Transpose (
-				SequenceGenerator.GaussianJoint (
-					iNumVertex,
-					aadblCorrelationMatrix
+		MarketVertex[] aMV = MarketVertexArray (
+			mvg.marketVertex (
+				mvInitial,
+				Matrix.Transpose (
+					SequenceGenerator.GaussianJoint (
+						iNumVertex,
+						aadblCorrelationMatrix
+					)
 				)
 			)
 		);

src/main/java/org/drip/sample/burgard2011/XVAExplain.java

@@ -1,6 +1,8 @@
 
 package org.drip.sample.burgard2011;
 
+import java.util.Map;
+
 import org.drip.analytics.date.*;
 import org.drip.analytics.support.VertexDateBuilder;
 import org.drip.measure.discrete.SequenceGenerator;
@@ -87,6 +89,23 @@
 
 public class XVAExplain {
 
+	private static final MarketVertex[] MarketVertexArray (
+		final Map<Integer, MarketVertex> marketVertexMap)
+		throws Exception
+	{
+		int marketVertexCount = marketVertexMap.size();
+
+		int marketVertexIndex = 0;
+		MarketVertex[] marketVertexArray = new MarketVertex[marketVertexCount];
+
+		for (Map.Entry<Integer, MarketVertex> marketVertexMapEntry : marketVertexMap.entrySet())
+		{
+			marketVertexArray[marketVertexIndex++] = marketVertexMapEntry.getValue();
+		}
+
+		return marketVertexArray;
+	}
+
 	private static final EvolutionTrajectoryVertex RunStep (
 		final TrajectoryEvolutionScheme tes,
 		final BurgardKjaerOperator bko,
@@ -501,12 +520,14 @@ public static void main (
 			)
 		);
 
-		MarketVertex[] aMV = mvg.marketVertex (
-			mvInitial,
-			Matrix.Transpose (
-				SequenceGenerator.GaussianJoint (
-					iNumVertex,
-					aadblCorrelationMatrix
+		MarketVertex[] aMV = MarketVertexArray (
+			mvg.marketVertex (
+				mvInitial,
+				Matrix.Transpose (
+					SequenceGenerator.GaussianJoint (
+						iNumVertex,
+						aadblCorrelationMatrix
+					)
 				)
 			)
 		);

src/main/java/org/drip/sample/burgard2011/XVAGreeks.java

@@ -1,6 +1,8 @@
 
 package org.drip.sample.burgard2011;
 
+import java.util.Map;
+
 import org.drip.analytics.date.*;
 import org.drip.analytics.support.VertexDateBuilder;
 import org.drip.measure.discrete.SequenceGenerator;
@@ -87,6 +89,23 @@
 
 public class XVAGreeks {
 
+	private static final MarketVertex[] MarketVertexArray (
+		final Map<Integer, MarketVertex> marketVertexMap)
+		throws Exception
+	{
+		int marketVertexCount = marketVertexMap.size();
+
+		int marketVertexIndex = 0;
+		MarketVertex[] marketVertexArray = new MarketVertex[marketVertexCount];
+
+		for (Map.Entry<Integer, MarketVertex> marketVertexMapEntry : marketVertexMap.entrySet())
+		{
+			marketVertexArray[marketVertexIndex++] = marketVertexMapEntry.getValue();
+		}
+
+		return marketVertexArray;
+	}
+
 	private static final EvolutionTrajectoryVertex RunStep (
 		final TrajectoryEvolutionScheme tes,
 		final BurgardKjaerOperator bko,
@@ -491,12 +510,14 @@ public static void main (
 			)
 		);
 
-		MarketVertex[] aMV = mvg.marketVertex (
-			mvInitial,
-			Matrix.Transpose (
-				SequenceGenerator.GaussianJoint (
-					iNumVertex,
-					aadblCorrelationMatrix
+		MarketVertex[] aMV = MarketVertexArray (
+			mvg.marketVertex (
+				mvInitial,
+				Matrix.Transpose (
+					SequenceGenerator.GaussianJoint (
+						iNumVertex,
+						aadblCorrelationMatrix
+					)
 				)
 			)
 		);