I'm looking to recreate the functionality of Cognos Transformer to perform weighted averages in Analysis Services. In Cognos, two measures were needed: the measure to average (in this case APR on a loan) and the weight (Loan Amount). So the average would be APR*Loan Amount / Sum of all Loan Amounts.

Cognos would calculate categories and store them for display for all predefined dimensions (hierarchy, time, etc...)

How is this accomplished in Analysis Services for use in a Brio or Hyperion cube?