irr

2 Topics

Scalable way to calculate XIRR?
Hi! Working on a project where I need to calculate IRR. I am aware of the XIRR-formula but do not how I would calculate rolling IRR. The data is like this: Transcation type Date Amount Capital call 2019-09-30 - 1 000 000 Fair value 2019-12-30 1 000 000 Capital call 2020-03-30 - 500 000 Capital call 2020-09-07 - 500 000 Fair value 2021-01-07 2 000 000 Fair value 2021-09-30 2 500 000 I want to ignore previous "fair value" when calculating IRR. When calculating IRR for 2019-12-30: only considering capital call from 2019-09-30 and fair value from 2019-12-30, while for 2021-09-30: only consider all capital calls and latest fair value ( 2 500 000), but ignore all else fair values (2 000 000, 1 000 000). Would anyone be able to help?
Stek123
3 years ago Place DAX Commands and Tips
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How to dynamically create a unioned table based on filters?
Hello, We are trying to calculate IRR. To do so (I think) we need to create a dynamic table based on 2 tables in our data model: transactions and positions. We need to UNION the most recent position market value with all of the transactions. We have a SQL function which does this - the simplified logic of which is: --Position SELECT Cusip, Date, MarketValue, 'Ending MarketValue' AS TransType FROM Position POS WHERE DataSourceGroup = @DataSourceGroup AND CUSIP = @CUSIP AND AsOfDate = MAX(AsOfDate) UNION --Transaction SELECT Cusip, TradeDate, TransAmount,TransType FROM Transactions WHERE DataSourceGroup = @DataSourceGroup AND TradeDate <= @AsOfDate AND CUSIP = @CUSIP Is there any way to do this in DAX? Then, we would take the result of this and calc IRR against it. We cannot predefine this table because users may choose different dates and securities/cusips. Appreciate any help Thanks, Dan
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dancarr22
4 years ago Place DAX Commands and Tips
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