Generally speaking, this will consist of the historical covariance matrix. It may be
more convenient to display this as a volatility vector and a correlation matrix. Since
the volatility vector and correlation matrix will be quite large, some thought needs to
be given as to how to display them in a reasonable manner. For example, reasonable
size portions of the correlation matrix may be specified by limiting each axis to
factors relevant to a single currency. In addition, it will be desirable to provide
convenient access to the VTS, in order to resolve questions that may arise about the
mapping of DEAFs.
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