In this paper a new approach to analytical decision making support based on on-line analytical processing of multidimensional data is suggested. The effectiveness of data analysis depends largely on the data accessibility and transparency of an analytical model of domain. As usual, analytical model of domain is a set of OLAP-models for solving particular problems. The method of constructing a conceptual OLAP-model as an integral analytical model of the domain is proposed. The integral analytical model includes all possible combinations of analyzed objects and gives them the opportunity to be manipulated ad-hoc. The suggested method consists in a formal concept analysis of measures and dimensions based on an expert knowledge about the structure of analyzing objects and their comparability. As a result, conceptual OLAP-model is represented as a concept lattice of multidimensional cubes. Concept lattice features allow the decision maker to discover the nonstandard analytical dependencies on the set of all actual analyzing objects. Conceptual OLAP-model implementation improves the effectiveness of decision making support based on on-line analytical processing of multidimensional data.