I am trying to create a cube that will process a Measure dataset that is associated with several data series data. This applies to financial contracts. The first time series is TradeDate, which is the date the product was financially settled. Other time series are ContractDate, or the date on which a contract is traded in the future. In the example ...
TradeDate ContractDate Price
1/1/2005 11/1/2005 $ 5.00
1/2/2005 12/1/2005 $ 5.25
1/3/2005 12/1/2005 $ 5.50
Both TradeDate and ContractDate time measurements are recorded in the daily interval. I would like to set up my cube so that I can create aggregates for both time dimensions. In the example (using the data above), I would like to create an average value that is defined by both TradeDate and ContractDate ...
TradeDate ContractDate Avg_Price
January 2005 November 2005 $ 5.00
January 2005 December 2005 $ 5.37
Any help would be greatly appreciated.
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