build_grouped_pm_cash_flow: Build PM "Cash Flow" and utilizing NAV to simulate where...
In AZASRS/AZASRS: ASRS Database R API

View source: R/build_grouped_pm_cash_flow.R

Combine cash flow and NAV data to create a "cash flow" for private market calculations

build_grouped_pm_cash_flow(
  ...,
  con = AZASRS_DATABASE_CONNECTION(),
  start_date = "2019-06-30",
  end_date = get_value_date(con = con),
  itd = FALSE,
  cash_adjusted = FALSE,
  nav_daily = get_pm_nav_daily(con = con),
  cf_daily = get_pm_cash_flow_daily(con = con),
  bench_daily = get_benchmark_daily_index(con = con, benchmark_type = "PVT",
    return_tibble = TRUE),
  bench_relationships = get_benchmark_fund_relationship(con = con, bench_type = "PVT",
    return_tibble = TRUE),
  pm_fund_info = get_pm_fund_info(con = con),
  cash_adjusted_all = FALSE
)

`...`	aggregation choices from from pm_fund_info (i.e. pm_fund_portfolio, pm_fund_category, pm_fund_id)
`start_date`	is the start date of analysis
`end_date`	is the cutoff date of analysis, typically a value date
`itd`	is a boolean that determines whether itd (incpetion to date) is included, overrides start date
`cash_adjusted`	is a boolean that determines if cash is adjusted NAV should be used
`nav_daily`	is the object of get_pm_nav_daily()
`cf_daily`	is the object of get_pm_cash_flow_daily()
`bench_daily`	is the object of get_benchmark_daily_index()
`bench_relationships`	is the object of get_benchmark_fund_relationship()
`pm_fund_info`	is the object of get_pm_fund_info()
`cash_adjusted_all`	overrides cash_adjusted and combines cash_adjusted + reported
`.data`	is from clean_nav_cf()