Tricky Schema Question - Dimension Can Split And Combine Over Time

Hi all,

I'm working on the schema for a database that must represent data about stock
& bond funds over time. My connundrum is that, for any of several dimension
fields, including the fund name itself, the dimension may be represented in
different ways over time, and may split or combine from one period to the
next.

When querying from the database for an arbitrary time period, I need the data
to be rolled up to the smallest extent possible so that apples can be compared
to apples. For instance, if the North America region becomes 2 regions, USA
and Canada, and I query a time period that spans the period in which this
split occurred, I should roll up USA and Canada and for records in the period
that has both, and I should call the result something like "(North
America)(USA/Canada)" in the output. The client specifies that the dimension
output must represent all dimensions that went into the input.
Of course, I have to account for more complex possibilities as well, e.g.
Fund-A splits into Fund-B and Fund-C, then Fund-C merges into Fund-D producing
(Fund-A/Fund-D)(Fund-B/Fund-C/Fund-D)(Fund-B/Fund-D)

I can think of several ways to handle this issue, and they're all
extraordinarily complex and ugly. Any suggestions?

Thanks,

- Steve Jorgensen