Question

我试图计算表格中某些数据的加权平均成熟度。

SaleEventID  LID(PK)    CurrentUPB         Interest Rate    RemainingMonths
1            1          $100,000.00         6.100%           11.00
1            2          $67,000.00          6.200%           360.00
1            3          $1,400,000.00       6.300%           240.00
1            4          $500,000.00         7.000%           100.00
2            5          $1,400,000.00       7.100%           240.00
2            6          $500,000.00         7.000%           100.00

所以我想要完成的公式是（WAM）：
1）乘以当前UPB *剩余月份LID = 1 2）对于匹配WHERE SaleEventID = 1的每一行执行此操作 3）SUM上述计算= $411,220,000.00 = A
4）SUM所有CurrentUPB WHERE SaleEventID = 1，等于$2,067,000.00 = B
5）然后除以A / B = $198.95这是我的WAM

我需要考虑在我的表中我会有很多贷款，并且每个贷款都不会被归为相同的SaleEventID值（这不是主键）

到目前为止我的查询：

SELECT l.*, A / B FROM AS WAM
FROM ( SELECT LSX_DC_Loans l
        (SELECT CurrentUPB * RemainingMonths FROM l WHERE LID = 1
         ) AS A
        (SELECT SUM (CurrentUPB) CurrentUPB FROM LSX_DC_Loans
        WHERE SaleEventID = 1
        ) AS B
FROM l
) l

我无法弄清楚如何执行第2步和第2步。 4.任何帮助，高度赞赏的例子。

Answer 1

计算WAM和WAIR非常简单。想想Excel中的sumproduct（）

Declare @YourTable table (SaleEventID  int,LID int,CurrentUPB money,[Interest Rate] money,RemainingMonths money)
Insert Into @YourTable values
(1,1,100000.00,6.100, 11.00),
(1,2,67000.00,6.200, 360.00),
(1,3,1400000.00,6.300, 240.00),
(1,4,500000.00,7.000, 100.00),
(2,5,1400000.00,7.100, 240.00),
(2,6,500000.00,7.000,100.00)


Select SaleEventID
      ,UPB  = sum(CurrentUPB)
      ,WAM  = sum(CurrentUPB*RemainingMonths)/sum(CurrentUPB)
      ,WAIR = sum(CurrentUPB*[Interest Rate] )/sum(CurrentUPB)
 From  @YourTable
 Where SaleEventID = @Event
 Group By SaleEventID

返回

SaleEventID UPB         WAM         WAIR
1           2067000.00  198.9453    6.4564
2           1900000.00  203.1578    7.0736

Answer 2

如果我理解你的问题，这就是答案

SELECT
    l.*
    , l1.A / l2.B AS WAM
FROM
    LXC_DC_Loans l
    CROSS APPLY (SELECT SUM(CurrentUPB * RemainingMonths) AS A FROM LSX_DC_Loans WHERE SaleEventID=l.SaleEventID) l1
    CROSS APPLY (SELECT SUM(CurrentUPB) AS B A FROM LSX_DC_Loans WHERE SaleEventID=l.SaleEventID) l2

SQL Server 2012：加权平均计算

2 个答案: