The Delta/Vega Sensitivities
measures are the $s_k$ in [MAR21.4](1) and (2).
For each Sensitivity Currency, the Interpolated Sensitivities
are converted to the reference currency using the IFxRates API (supplied
by the reference implementation). After this currency conversion, the
values are aggregated for each Risk Factor (Vega) or
Bucket (Delta).
For Delta, if the Counter Currency for a RIsk Factor does not
equal the reporting currency, then filtering and translations may be
used. See Base Currency and Jurisdiction.