DataSet class in Java?

Have you looked at javax.sql.rowset.WebRowSet?

From the Javadocs:

The WebRowSetImpl provides the standard reference implementation, which may be extended if required.

The standard WebRowSet XML Schema definition is available at the following URI:

   http://java.sun.com/xml/ns/jdbc/webrowset.xsd

It describes the standard XML document format required when describing a RowSet object in XML and must be used be all standard implementations of the WebRowSet interface to ensure interoperability. In addition, the WebRowSet schema uses specific SQL/XML Schema annotations, thus ensuring greater cross platform inter-operability. This is an effort currently under way at the ISO organization. The SQL/XML definition is available at the following URI:

   http://standards.iso.org/iso/9075/2002/12/sqlxml

you may want to look into this open-source library:

https://www.developerfusion.com/project/20506/casperdatasets/

Its easy to use (a lot like using the sql resultset), and its all in-memory. it also supports complex queries and indexes on your data.

Check:

http://download.oracle.com/docs/cd/E17802_01/j2se/javase/6/jcp/beta/apidiffs/java/sql/DataSet.html