Correlation Native

The correlation is the sum of the Value field of the table TradeSensitivities. It is filtered using the members of the level SensitivityName, from the Sensitivity hierarchy, that must match the pattern ^(?i).*correlation.*$. This pattern can be configured with the property mr.sensi.types.correlation.regex. The measure can be a curve (with a tenor) which can be re-bucketed with the DynamicTenors hierarchy.