build_privm_metrics: Build a tibble of major private market metrics including:...
In AZASRS/AZASRS: ASRS Database R API

Description Usage Arguments Value Examples

Build a tibble of major private market metrics including: IRR, DPI, TVPI, PME – Assumes benchmark type is PVT

build_privm_metrics(
  ...,
  con = AZASRS_DATABASE_CONNECTION(),
  nav_daily = get_pm_nav_daily(con = con, return_tibble = FALSE),
  cf_daily = get_pm_cash_flow_daily(con = con, return_tibble = FALSE),
  benchmark_daily = build_benchmark_fv_index_factor(con = con, return_tibble = FALSE),
  pmfi = get_pm_fund_info(con = con, return_tibble = FALSE),
  start_date = "1900-01-01",
  value_date = get_value_date(con = con),
  pcap_date = as.character(lubridate::today())
)

`...`	grouping variables (pm_fund_id, pm_fund_portfolio, etc.)
`con`	is a database connection object from AZASRS::AZASRS_DATABASE_CONNECTION()
`nav_daily`	is the object of get_pm_nav_daily()
`cf_daily`	is the object of get_pm_cash_flow_daily()
`benchmark_daily`	is the object of build_benchmark_fv_index_factor()
`pmfi`	is the object of get_pm_fund_info()
`start_date`	is the start date of analysis
`value_date`	is the object of get_value_date()
`pcap_date`	is the cutoff date of analysis

Returns a tibble with grouping variables and all of their respective metrics

build_privm_metrics(pm_fund_portfolio, pm_fund_id)
# pm_fund_portfolio pm_fund_id    irr     dpi   tvpi appreciation     pme irr_pcap
# <chr>             <chr>       <dbl>   <dbl>  <dbl>        <dbl>   <dbl>    <dbl>
# 1 Credit            Fund1     0.0919   0.372   1.15   437251492.   1.05        0.11
# 2 Credit            Fund2     0.159    0       1.11   562211000    1.10        NA
# 3 Credit            Fund3     0.0247   0       1.10   262390142    0.952       NA
# 4 Credit            Fund4     0.0673   0.135   1.17   173259780    1.06        NA