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XLeratorDB - Business Analytics Software for SQL Server
- 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. FUNCTION LIBRARIES FOR SQL SERVER 3 The History of XLeratorDB 2008 2009 2010 2011 2012 2008 Charles Flock and Joe Stampf found WestClinTech and introduce XLeratorDB with over 350 Finance, Statistics, Math and Engineering functions. 2008 First commercial sale of XLeratorDB. 2010 - 2011 More than 250 new functions added to XLeratorDB. 2012 - Present XLeratorDB releases new Financial- Options, CAPM and Windowing functions. Client list grows to over 400 and function list grows to more than 650.
- 4. XLeratorDB Featured Clients FUNCTION LIBRARIES FOR SQL SERVER
- 5. Global Coverage of Financial Markets FUNCTION LIBRARIES FOR SQL SERVER XLeratorDB Global Reach
- 6. XLeratorDB packages FUNCTION LIBRARIES FOR SQL SERVER
- 7. 77FUNCTION LIBRARIES FOR SQL SERVER XLeratorDB Packages 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 Finance Statistics Math High-Level list of Functions
- 8. 88FUNCTION LIBRARIES FOR SQL SERVER XLeratorDB Packages Option Models European •Black Scholes Merton •Binomial •Implied Volatility American •Binomial •Bjerksund-Stensland •Implied Volatility 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 Windowing •Lag •Running Count, Sum, Avg, STDEV, VAR, etc. •Moving Count, Sum, Avg, STDEV, VAR, etc. •Running Slope, Intercept, Forecast, etc. •Moving Slope, Intercept, Forecast, etc. •Moving Averages Financial-Options Engineering Strings & Windowing High-Level list of Functions
- 10. XLeratorDB Performance Examples The following highlights the performance increase from Excel 2010 to XLeratorDB. FUNCTION LIBRARIES FOR SQL SERVER 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%
- 11. Deployment / Installation / Solution
- 12. XLeratorDB Deployment Models FUNCTION LIBRARIES FOR SQL SERVER Single Server Server Cluster Desktop XLeratorDB in the Cloud
- 13. XLeratorDB Installed FUNCTION LIBRARIES FOR SQL SERVER XLeratorDB installed on the database as a native component The installed functions look and behave like a native SQL Server component.
- 14. XLeratorDB Installed FUNCTION LIBRARIES FOR SQL SERVER Example of XLeratorDB XIRR function in SQL Server Management Studio As the example below shows, XLeratorDB functions are easy to deploy and use.
- 15. XLeratorDB used as a Development Solution FUNCTION LIBRARIES FOR SQL SERVER Example of XLeratorDB CAPM functions in the QlikView BI solution XLeratorDB not only includes sophisticated functionality but is also “integration friendly”
- 16. XLeratorDB used as a Development Solution FUNCTION LIBRARIES FOR SQL SERVER Example of XLeratorDB’s Option Matrix functions in QlikView BI solution
- 17. XLeratorDB used as a Development Solution FUNCTION LIBRARIES FOR SQL SERVER Example of XLeratorDB in Healthcare Solutions
- 19. 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
- 20. 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] ( <@Settlement, datetime,> ,<@Maturity, datetime,> ,<@Rate, float,> ,<@Yld, float,> ,<@Frequency, float,> ,<@Basis, nvarchar(4000),>) Arguments @Settlement the settlement date of the security. @Settlement is an expression that returns a datetime or smalldatetime value, or a character string in date format. @Maturity the maturity date of the security. @Maturity is an expression that returns a datetime or smalldatetime value, or a character string in date format. @Rate the security’s annual coupon rate. @Rate is an expression of type float or of a type that can be implicitly converted to float. @Yld the security’s annual yield. @Yld 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 payments, @Frequency = 1; for semi-annual, @Frequency = 2; for quarterly, @Frequency = 4; for monthly, @Frequency = 12. @Frequency 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 use. @Basis 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 · If @Yld < 0 or if @Rate < 0, DURATION returns an error · If the @Frequency is any number other than 1, 2, 4, or 12, DURATION returns an error · If @Settlement > @Maturity, DURATION returns an error · If the @Basis < 0 or the @Basis > 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 ---------------------- 1.90779125985842
- 21. 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 »
- 22. Product Quality and Testing
- 23. 23 StatisticsFinance MathWindowing Financial- Options Strings Engineering Utilities XLeratorDB XLeratorDB Product Quality and Testing XLeratorDB‘s product quality meets the highest standard XLeratorDB quality is assured with over 1.6 billion test cases XLeratorDB employs a “test harness“ for each function, each containing an average of 2.4 million test cases The quality of XLeratorDB gives you the confidence to focus on your business, not your software FUNCTION LIBRARIES FOR SQL SERVER
- 24. Compatibility
- 25. XLeratorDB Technical Compatibility 25 Databases SQL Server SQL Server 2005 SQL Server 2008 SQL Server 2012 Development languages .Net Java Perl C++ Python and many others…
- 26. Summary
- 27. XLeratorDB Summary •XLeratorDB includes over 650 sophisticated functions covering Finance, Statistics, Financial-Options, Math, Engineering and Windowing •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
- 28. E-v-O-L-V-E to the next step in computational power… FUNCTION LIBRARIES FOR SQL SERVER