Correlation

The Correlation is expressed in the display currency. The Correlation Native is converted from the sensitivity currency to the display currency. The Correlation currency is expressed by the level Ccy.

$$\text{Correlation}=\text{Correlation Native}\cdot\text{FX}_\text{Ccy}$$

The measure can be a curve (with a tenor) which can be re-bucketed with the DynamicTenors hierarchy.