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Introducing XLeratorDB

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Presentation on theme: "Introducing XLeratorDB"— Presentation transcript:

1 Introducing XLeratorDB

2 XLeratorDB is a unique, in-database analytics package that provides
Advanced Analytics – over 650 functions Greater Performance – up to 100x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development – lower development costs Unsurpassed Quality – over 1.2 billion test cases Optimize SQL Server – enhance customer value

3 The History of XLeratorDB
2008 Charles Flock and Joe Stampf found WestClinTech and introduce XLeratorDB with over 350 Finance, Statistics, Math and Engineering functions. More than 250 new functions added to XLeratorDB. 2008 2009 2010 2011 2012 2008 First commercial sale of XLeratorDB. Present XLeratorDB releases new Financial-Options, CAPM and Windowing functions. Client list grows to over 400 and function list grows to more than 650. FUNCTION LIBRARIES FOR SQL SERVER

4 XLeratorDB Featured Clients
FUNCTION LIBRARIES FOR SQL SERVER

5 Global Coverage of Financial Markets
XLeratorDB Global Reach Global Coverage of Financial Markets FUNCTION LIBRARIES FOR SQL SERVER

6 XLeratorDB packages FUNCTION LIBRARIES FOR SQL SERVER

7 High-Level list of Functions
XLeratorDB Packages High-Level list of Functions Finance Statistics Math Rates of Return Internal Rate of Return IRR with non-periodic cash flows Net Present Value Modified Dietz Capital Asset Pricing Model Alpha and Beta Sharpe, Sortino, Treynor and Information ratios Bond Figurations Accrued Interest Bond Price and Yield Odd First, Last coupons Loans Principal and Interest payments Amortization schedules Depreciation Declining Balance Straight Line Other Business Days, Interest Basis Descriptive Statistics Continuous data Dispersion Shape Statistical Inference Chi Square T-Test Correlation and Regression Correlation Probability Linear Slope Trend Data collection Standard error Probabilities Beta cumulative probability density Inverse of BetaDist Binomial distribution Fisher transformation Arithmetic/Algebraic Euclidean Factorials Mround Product Trigonometry Hyperbolic Cosine Secant Inverse Hyperbolic Interpolations Linear Polynomial Cubic Spline Number/Series Generators Random Random Normal Matrix Matrix Inverse Matrix Multiplication Transpose FUNCTION LIBRARIES FOR SQL SERVER 7 7

8 High-Level list of Functions
XLeratorDB Packages High-Level list of Functions Financial-Options Engineering Strings Option Models European Black Scholes Merton Binomial Implied Volatility American Bjerksund-Stensland Option Greeks Delta Gamma Vega Theta Rho Lambda Risk Matrix Option Matrix Option P/L Matrix Binomial Tree visualization Engineering Bessel function Error Delta Base Conversions Binary number Decimal Hexadecimal Octal Complex Numbers Coefficients Absolute value Quotient Sine Square root Area Acres Hectares Length Speed Temperature Volume Weight Formatting Concatenate Decimal to fraction Date Format Parsing Inspection String count Character position Calendar Working days Logic FUNCTION LIBRARIES FOR SQL SERVER 8 8

9 Performance Information

10 XLeratorDB Performance Examples
The following highlights the performance increase from Excel 2010 to XLeratorDB. Function No. of Records Excel 2010 XLeratorDB Difference SLOPE 1,502,537 4.2 min. .048 min. -98% XIRR – Internal Rate of Return (irregular cash flows) 2,700,080 8.32 min. 1.33 min. -84% ACCRINTM – Accrued Interest at Maturity 1,000,000 3.5 min. 1.099 min. -68.5% FUNCTION LIBRARIES FOR SQL SERVER

11 Deployment

12 XLeratorDB Deployment Models
Desktop Single Server Server Cluster XLeratorDB in the Cloud FUNCTION LIBRARIES FOR SQL SERVER

13 Documentation and Blog

14 XLeratorDB Documentation
XLeratorDB includes full documentation that is available on the website All functions include examples that can be implemented right out of the box XLeratorDB blog includes over 75 informative entries that provide real-world examples that can be cut, pasted and executed right from the page. FUNCTION LIBRARIES FOR SQL SERVER

15 XLeratorDB Documentation Example
DURATION Updated: 5 August 2010 Use DURATION to calculate the annual duration of a security with regular, periodic interest payments. Syntax SELECT [westclintech].[wct].[DURATION] ( datetime,> datetime,> float,> float,> float,> nvarchar(4000),>) Arguments @Settlement the settlement date of the an expression that returns a datetime or smalldatetime value, or a character string in date format.  @Maturity the maturity date of the is an expression that returns a datetime or smalldatetime value, or a character string in date format.  @Rate the security’s annual coupon is an expression of type float or of a type that can be implicitly converted to float. @Yld the security’s annual is an expression of type float or of a type that can be implicitly converted to float. @Frequency the number of coupon payments per year. For annual = 1; for = 2; for = 4; for = is an expression of type float or of a type that can be implicitly converted to float. @Basis is the type of day count to is an expression of the character string data type category. @Basis Day count basis  0 or omitted US (NASD) 30/360 1 Actual/Actual 2 Actual/360 3 Actual/365 4 European 30/360 Return Type float Remarks ·         < 0 or < 0, DURATION returns an error ·         If is any number other than 1, 2, 4, or 12, DURATION returns an error ·         DURATION returns an error ·         If < 0 or > 4, DURATION returns an error Example  SELECT wct.DURATION ('12/22/2007' ,'12/15/2009' ,0.05 ,0.06 ,2 ,0) Here is the result set

16 XLeratorDB Blog examples
Calculating a time-weighted rate of return using modified Dietz in SQL Server By cflock on 10/24/2012 1:24 PM The modified Dietz calculation produces a result which measures the performance of an investment portfolio based on time-weighted cash flows. Today, we will look at two XLeratorDB aggregate functions, EMDIETZ and FVSCHEDULE, which calculate the modified Dietz value for each period and then link the results together to come up with a time-weighted rate of return value. Read More » Creating a Bond Amortization Schedule in SQL Server By cflock on 4/5/2012 8:55 PM A look at different techniques for generating schedules to account for the premium or discount associated with the issuance or purchase of a bond using the XLeratorDB functions COUPDAYSNC, COUPNUM, DAYS360, EDATE, IRR, PRICE, PV, RATE, SeriesDate, SeriesInt, XIRR, and YIELD. Read More » Calculating the Time-Weighted Rate of Return in SQL Server By cflock on 11/25/2011 1:51 PM With the release of the TWRR multi-input aggregate function, XLeratorDB users can now calculate the time-weighted rate of return directly in a T-SQL statement. Read More » 11 financial calculations that you can’t do in EXCEL By cflock on 10/18/2011 8:16 PM Here is a list of 11 very simple financial calculations that you can’t do in EXCEL, either because the EXCEL design of a function doesn’t support the input data, or because EXCEL produces a result that is wrong or unreliable. Of course, we used EXCEL 2010 and, of course, you can do them in SQL Server using XLeratorDB. Part 1 of 11 - Enter a negative yield to calculate the price of a bond Read More »

17 Product Quality and Testing

18 1.2 Billion Test Cases XLeratorDB Product Quality and Testing
XLeratorDB‘s product quality meets the highest standard XLeratorDB quality is assured with over 1.2 billion test cases XLeratorDB employs a “test harness“ for each function, each containing an average of 2 million test cases The quality of XLeratorDB gives you the confidence to focus on your business, not your software 1.2 Billion Test Cases Finance Statistics Windowing Math XLeratorDB Utilities Financial-Options Strings Engineering FUNCTION LIBRARIES FOR SQL SERVER 18

19 Compatibility

20 XLeratorDB Technical Compatibility
Databases SQL Server SQL Server 2005 SQL Server 2008 SQL Server 2012 Development languages .Net Java Perl C++ Python and many others…

21 Summary

22 XLeratorDB greatly enhances the overall value of SQL Server
XLeratorDB Summary XLeratorDB includes over 650 sophisticated functions covering Finance, Statistics, Financial-Options, Math, Engineering, Windowing and Strings XLeratorDB dramatically increases performance and security, reduces risk and has impeccable quality XLeratorDB greatly enhances the overall value of SQL Server FUNCTION LIBRARIES FOR SQL SERVER

23 E-v-O-L-V-E to the next step… FUNCTION LIBRARIES FOR SQL SERVER


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