Our calendar table has a generated key as the primary key. The records in our data warehouse then contain the date key that corresponds to the date. The rest of the columns in the table contain are just multiple representations of the date. This scenario allows for queried to search by multiple different date representations and still offer great performance. We have columns for text representations (for reporting) Julian date, fiscal period and year, holiday indicator, etc. Since there are only 365 records per year this table will only contain a few thousand records in the table and it will most likely be pulled in in its entirity into cache on the first read of that table so I doubt indexes on columns will due to much to improve performance.