By Charles Flock on
10/14/2010 5:35 PM
We frequently get inquiries about whether or not XLeratorDB can perform a time weighted return calculation. The Modified Dietz function (MDIETZ and MDIETZ_q) is just such a calculation. However, we have come up with another technique using the RATE and FVSCHEDULE functions that performs a daily time-weighted return calculation that you may find useful.