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Correlation MD Previous

Description	Primary risk factor market data for correlation-driven PnL for the previous as-of date
Hierarchies required in the view	Risk Factors Risk Factors Secondary

This is the Correlation market data applied to the current location for the previous day. The Correlation is between the Risk Factors hierarchy and the Risk Factors Secondary hierarchy.

The Correlation market data uses the SingleMarketDataPostProcessor that is part of the Market Data API.

The measure uses the CorrelationMarketData store to get the Correlation values. The previous day is defined according to the dates stored on the CorrelationMarketData store.