Covariance matrix window

Covariance matrix window
This window is used to view and edit the matrix of covariances between returns of market variables (prices, FX rates, percent rates and implied volatilities). The first page displays the covariance matrix, the second one displays the correlation matrix, and the third one contains the standard deviations vector. The user has the choice to enter data on any page; the data on all pages is synchronized.

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