View source: R/build_grouped_pm_metrics.R
Build IRR for any rollup and date range, including ITD and cash adjusted
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | build_grouped_pm_metrics(
...,
con = AZASRS_DATABASE_CONNECTION(),
start_date = "2016-12-31",
end_date = get_value_date(con = con),
itd = FALSE,
cash_adjusted = FALSE,
benchmark_type = "PVT",
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 = benchmark_type,
return_tibble = TRUE),
bench_relationships = get_benchmark_fund_relationship(con = con, bench_type =
benchmark_type, 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 |
itd |
is a boolean that determines whether itd (incpetion to date) is included, overrides start_date |
cash_adjusted |
is a boolean that determines if NAV is cash adjusted |
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 |
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