Outline support for creating a covariance matrix from either market data or risk factors from a portfolio.
Allow a view cycle to skip the graph execution step so that market data is captured only.
Calculate covariance and correlation matrices for market data.
Move "Covariance Matrix" and "Correlation Matrix" value requirement names into common list.
Remove redundant code from unit test.
Market data nodes that are used for terminal outputs only were not appearing in the market data requirements for a compiled view.
Avoid null pointer exception when the underlying is not in the database.
Use EHCachingHistoricalTimeSeriesResolver.
Avoid unnecessary NPEs from getRequirements stage of functions.
Remove use of deprecated PropertyPreservingFunction.