ASO - member level formula - rolling up non-additive values

Question

<p>I am trying to roll up not additive values (Yields, Percents,Spreads, etc.). In order to do this I have weighted members andmembers to weight them with. This seems to be working okay until Iget to a level where the weighting values are different. Here isthe formula I have today.</p><p> </p><p>IIF (IsLevel ( [Fixed_Float].CurrentMember, 0)</p><p>AND IsLevel ( [Public_Private].CurrentMember, 0)</p><p>AND IsLevel ( [Pre_Post Swap].CurrentMember, 0)</p><p>AND IsLevel ( [Credit Standing].CurrentMember, 0)</p><p>AND IsLevel ( [Credit Grade].CurrentMember, 0)</p><p>AND IsLevel ( [Acq_Disp Reasons].CurrentMember, 0)</p><p>AND IsLevel ( [Investment Type].CurrentMember, 0)</p><p>AND ISLevel ( [Division].CurrentMember, 0)</p><p>AND IsLevel ( [Asset Transactions].CurrentMember, 0)</p><p>AND ISLevel ( [Time].CurrentMember, 0)</p><p>AND ISLevel ( [Scenario].CurrentMember, 0), [Book YieldInput],</p><p>IIF (ISANCESTOR ( [Investment Type].CurrentMember, Derivatives), [Book Yield Wtd]/[Face Value] , [Book Yield Wtd]/[BookValue]))</p><p> </p><p>The outline structure is:</p><p> </p><p>Total Assets</p><p>        Assets  (Book Yield Weighted * Book Value)</p><p>            Bonds</p><p>            Mortgages</p><p>            etc.</p><p>        Derivatives(Book Yield Weighted * Face Value)</p><p>            LiabilitySwaps</p><p>            NonLiability Swaps</p><p> </p><p>Here is my outline. Basically anything on Derivatives &below should use Face Value and anything on Assets & Belowshould use Book Value.</p><p> </p><p>So when I get to Total Assets (Assets + Derivatives) how do Iblend the weighting values?</p><p> </p><p>Also, My formula as it is does not calculate the member"Derivatives" correctly either. How do I say Derivativesand all its children use Face Value?</p><p> </p>

Answer 1

While there is an MDX way to calculate what you need, I think you'll want to use an alternative.
The MDX member formula to calculate what you want, which you'd make the formula for a new account that you're trying to define, would be something like:
Sum (
Descendants ([Year].CurrentMember, [Year].Levels(0)),
Sum (
Descendants ([Time].CurrentMember, [Time].Levels(0)),
[Interest Rate] * [Receivables]
(I'm not sure what role [Transaction Count Indicator] plays; perhaps including
Sum( Descendants([Transaction Count Indicator].CurrentMember, [Transaction Count Indicator].Levels(0) ...)
is also warranted.)
If your cube doesn't have any more dimensions than these, and they're not much bigger than you've indicated, then MDX performance on the aggregation won't be a big deal- your cube is pretty small. If your cube is much larger, then you really want to load a field that is the result of multiplying [Interest Rate] * [Receivables].
When you say "Both sources contain attributes for all members in the Outline", I interpret that as "both sources have all the same dimensions". If that's the case, would it be possible to stage both sources to a single file and as part of the staging perform the multiplication? If you can stage to a table or even a view onto a join of two tables, then you can have SQL perform the multiplication. I don't think that you can specify the multiplication as part of a rules file (though I'd be happy to learn that you could).
HTH
George Spofford
http://www.dsslab.com