XLeratorDB - Business Analytics Software for SQL Server

Introducing XLeratorDB

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

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.

XLeratorDB Featured Clients

FUNCTION LIBRARIES FOR SQL SERVER

Global Coverage of Financial Markets


XLeratorDB Global Reach

XLeratorDB packages


77FUNCTION LIBRARIES FOR SQL SERVER

XLeratorDB Packages

Rates of Return•Internal Rate of Return•IRR with non-periodic cash flows•Net Present Value•Modified DietzCapital Asset Pricing Model•Alpha and Beta•Sharpe, Sortino, Treynor and Information ratiosBond Figurations•Accrued Interest•Bond Price and Yield•Odd First, Last couponsLoans•Principal and Interest payments•Amortization schedulesDepreciation•Declining Balance•Straight LineOther•Business Days,•Interest Basis

Descriptive Statistics•Continuous data•Dispersion•ShapeStatistical Inference•Chi Square•T-TestCorrelation and Regression•Correlation•Probability•Linear•Slope•TrendData collection•Standard errorProbabilities •Beta cumulative probability density•Inverse of BetaDist•Binomial distribution•Fisher transformation

Arithmetic/Algebraic• Euclidean• Factorials• Mround• ProductTrigonometry• Hyperbolic Cosine• Secant• Inverse HyperbolicInterpolations• Linear• Polynomial• Cubic SplineNumber/Series Generators• Random• Random NormalMatrix• Matrix Inverse• Matrix Multiplication• Transpose

Finance Statistics Math

High-Level list of Functions

88FUNCTION LIBRARIES FOR SQL SERVER

XLeratorDB Packages

Option Models European•Black Scholes Merton•Binomial•Implied VolatilityAmerican•Binomial•Bjerksund-Stensland•Implied VolatilityOption Greeks•Delta•Gamma•Vega•Theta•Rho•LambdaRisk Matrix•Option Matrix•Option P/L MatrixBinomial Tree visualization

Engineering•Bessel function•Error•DeltaBase Conversions•Binary number•Decimal•Hexadecimal•OctalComplex Numbers•Coefficients•Absolute value•Quotient•Sine•Square rootArea•Acres•HectaresLengthSpeedTemperatureVolumeWeight

Formatting•Concatenate•Decimal to fraction•Date Format•ParsingInspection•String count•Character positionCalendar•Working daysLogic

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

Performance Information

XLeratorDB Performance Examples

The following highlights the performance increase from Excel 2010 to XLeratorDB.


FunctionNo. 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%

Deployment / Installation / Solution

XLeratorDB Deployment Models


Single ServerServer Cluster

Desktop

XLeratorDB in the Cloud

XLeratorDB Installed


XLeratorDB installed on the database as a native component

The installed functions look and behave like a native SQL Server component.

XLeratorDB Installed


Example of XLeratorDB XIRR function in SQL Server Management Studio

As the example below shows, XLeratorDB functions are easy to deploy and use.

XLeratorDB used as a Development Solution


Example of XLeratorDB CAPM functions in the QlikView BI solution

XLeratorDB not only includes sophisticated functionality but is also “integration friendly”



Example of XLeratorDB’s Option Matrix functions in QlikView BI solution



Example of XLeratorDB in Healthcare Solutions

Documentation and Blog

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


XLeratorDB Documentation ExampleDURATION Updated: 5 August 2010

Use DURATION to calculate the annual duration of a security with regular, periodic interest payments. SyntaxSELECT [westclintech].[wct].[DURATION] ( <@Settlement, datetime,> ,<@Maturity, datetime,> ,<@Rate, float,> ,<@Yld, float,> ,<@Frequency, float,> ,<@Basis, nvarchar(4000),>)Arguments@Settlementthe settlement date of the security. @Settlement is an expression that returns a datetime or smalldatetime value, or a character string in date format. @Maturitythe maturity date of the security. @Maturity is an expression that returns a datetime or smalldatetime value, or a character string in date format. @Ratethe security’s annual coupon rate. @Rate is an expression of type float or of a type that can be implicitly converted to float.@Yldthe security’s annual yield. @Yld is an expression of type float or of a type that can be implicitly converted to float.@Frequencythe 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.@Basisis 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) 30/3601 Actual/Actual2 Actual/3603 Actual/3654 European 30/360 Return TypefloatRemarks· 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 errorExample SELECT wct.DURATION ('12/22/2007','12/15/2009',0.05,0.06,2,0)Here is the result set----------------------1.90779125985842

XLeratorDB Blog examples

Calculating a time-weighted rate of return using modified Dietz in SQL ServerBy cflock on 10/24/2012 1:24 PMThe 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 ServerBy cflock on 4/5/2012 8:55 PMA 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 ServerBy cflock on 11/25/2011 1:51 PMWith 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 EXCELBy cflock on 10/18/2011 8:16 PMHere 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 bondRead More »

Product Quality and Testing

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


Compatibility

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…

Summary

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


E-v-O-L-V-Eto the next step in

computational power…FUNCTION LIBRARIES FOR SQL SERVER

XLeratorDB - Business Analytics Software for SQL Server

Technology

Transcript of XLeratorDB - Business Analytics Software for SQL Server