XLeratorDB - Business Analytics Software for SQL Server


Published on

XLeratorDB is a popular add-in for SQL Server that that provides sophisticated high-speed "in-database" analytics capabilities at the database level. Function packages include: Financial, Statistical, Math+Trig, Financial Options (OTC+ETO), Engineering, and more. XLeratorDB provides functions for calculating Rates of Return, Business Dates, Bond Figuration, Capital Asset Pricing Model, Matrix Calculations, Yield Curve construction, Correlation and Regression analysis, Option pricing, FIFO and LIFO, and much more. To date there are over 600 functions, and new functions are added every month.

Find out more at http://westclintech.com

Published in: Technology
  • Be the first to comment

  • Be the first to like this

No Downloads
Total views
On SlideShare
From Embeds
Number of Embeds
Embeds 0
No embeds

No notes for slide

XLeratorDB - Business Analytics Software for SQL Server

  1. 1. Introducing XLeratorDB
  2. 2. XLeratorDB is a unique, in-database analytics packagethat providesAdvanced Analytics – over 650 functionsGreater Performance – up to 100x faster than ExcelRisk Reduction – eliminate spreadsheet riskImproved Security – calculations saved on DBFaster Development – lower development costsUnsurpassed Quality – over 1.2 billion test casesOptimize SQL Server – enhance customer value
  3. 3. FUNCTION LIBRARIES FOR SQL SERVER 3The History of XLeratorDB2008 2009 2010 2011 20122008Charles Flock and Joe Stampf foundWestClinTech and introduceXLeratorDB with over 350 Finance,Statistics, Math and Engineeringfunctions.2008First commercial sale ofXLeratorDB.2010 - 2011More than 250 new functions added toXLeratorDB.2012 - PresentXLeratorDB releases new Financial-Options, CAPM and Windowingfunctions. Client list grows to over 400and function list grows to more than650.
  5. 5. Global Coverage of Financial MarketsFUNCTION LIBRARIES FOR SQL SERVERXLeratorDB Global Reach
  7. 7. 77FUNCTION LIBRARIES FOR SQL SERVERXLeratorDB PackagesRates of Return•Internal Rate of Return•IRR with non-periodic cashflows•Net Present Value•Modified DietzCapital Asset Pricing Model•Alpha and Beta•Sharpe, Sortino, Treynor andInformation 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 BasisDescriptive Statistics•Continuous data•Dispersion•ShapeStatistical Inference•Chi Square•T-TestCorrelation and Regression•Correlation•Probability•Linear•Slope•TrendData collection•Standard errorProbabilities•Beta cumulative probabilitydensity•Inverse of BetaDist•Binomial distribution•Fisher transformationArithmetic/Algebraic• Euclidean• Factorials• Mround• ProductTrigonometry• Hyperbolic Cosine• Secant• Inverse HyperbolicInterpolations• Linear• Polynomial• Cubic SplineNumber/Series Generators• Random• Random NormalMatrix• Matrix Inverse• Matrix Multiplication• TransposeFinance Statistics MathHigh-Level list of Functions
  8. 8. 88FUNCTION LIBRARIES FOR SQL SERVERXLeratorDB PackagesOption ModelsEuropean•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 visualizationEngineering•Bessel function•Error•DeltaBase Conversions•Binary number•Decimal•Hexadecimal•OctalComplex Numbers•Coefficients•Absolute value•Quotient•Sine•Square rootArea•Acres•HectaresLengthSpeedTemperatureVolumeWeightFormatting•Concatenate•Decimal to fraction•Date Format•ParsingInspection•String count•Character positionCalendar•Working daysLogicWindowing•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 AveragesFinancial-Options Engineering Strings & WindowingHigh-Level list of Functions
  9. 9. Performance Information
  10. 10. XLeratorDB Performance ExamplesThe following highlights the performance increase from Excel 2010 toXLeratorDB.FUNCTION LIBRARIES FOR SQL SERVERFunctionNo. ofRecordsExcel 2010 XLeratorDB DifferenceSLOPE 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. 11. Deployment / Installation / Solution
  12. 12. XLeratorDB Deployment ModelsFUNCTION LIBRARIES FOR SQL SERVERSingle ServerServer ClusterDesktopXLeratorDB inthe Cloud
  13. 13. XLeratorDB InstalledFUNCTION LIBRARIES FOR SQL SERVERXLeratorDB installed on the database as a native componentThe installed functions look and behave like a nativeSQL Server component.
  14. 14. XLeratorDB InstalledFUNCTION LIBRARIES FOR SQL SERVERExample of XLeratorDB XIRR function in SQL Server Management StudioAs the example below shows, XLeratorDB functionsare easy to deploy and use.
  15. 15. XLeratorDB used as a Development SolutionFUNCTION LIBRARIES FOR SQL SERVERExample of XLeratorDB CAPM functions in the QlikView BI solutionXLeratorDB not only includes sophisticatedfunctionality but is also “integration friendly”
  16. 16. XLeratorDB used as a Development SolutionFUNCTION LIBRARIES FOR SQL SERVERExample of XLeratorDB’s Option Matrix functions in QlikView BI solution
  17. 17. XLeratorDB used as a Development SolutionFUNCTION LIBRARIES FOR SQL SERVERExample of XLeratorDB in Healthcare Solutions
  18. 18. Documentation and Blog
  19. 19. XLeratorDB Documentation•XLeratorDB includes full documentation that isavailable on the website•All functions include examples that can beimplemented right out of the box•XLeratorDB blog includes over 75 informative entriesthat provide real-world examples that can be cut,pasted and executed right from the pageFUNCTION LIBRARIES FOR SQL SERVER
  20. 20. XLeratorDB Documentation ExampleDURATIONUpdated: 5 August 2010Use 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 isan 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 basis0 or omitted US (NASD) 30/3601 Actual/Actual2 Actual/3603 Actual/3654 European 30/360Return 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 errorExampleSELECT wct.DURATION (12/22/2007,12/15/2009,0.05,0.06,2,0)Here is the result set----------------------1.90779125985842
  21. 21. XLeratorDB Blog examplesCalculating 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 portfoliobased on time-weighted cash flows. Today, we will look at two XLeratorDB aggregate functions, EMDIETZ andFVSCHEDULE, which calculate the modified Dietz value for each period and then link the results together tocome 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 withthe 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 EXCELdesign of a function doesn’t support the input data, or because EXCEL produces a result that is wrong orunreliable. 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 »
  22. 22. Product Quality and Testing
  23. 23. 23StatisticsFinanceMathWindowingFinancial-OptionsStrings EngineeringUtilitiesXLeratorDBXLeratorDB Product Quality and Testing XLeratorDB‘s product qualitymeets the highest standard XLeratorDB quality is assured withover 1.6 billion test cases XLeratorDB employs a “testharness“ for each function, eachcontaining an average of 2.4 milliontest cases The quality of XLeratorDB givesyou the confidence to focus on yourbusiness, not your softwareFUNCTION LIBRARIES FOR SQL SERVER
  24. 24. Compatibility
  25. 25. XLeratorDB Technical Compatibility25DatabasesSQL ServerSQL Server 2005SQL Server 2008SQL Server 2012Development languages.NetJavaPerlC++Pythonand many others…
  26. 26. Summary
  27. 27. XLeratorDB Summary•XLeratorDB includes over 650 sophisticated functions coveringFinance, Statistics, Financial-Options, Math, Engineering andWindowing•XLeratorDB dramatically increases performance and security,reduces risk and has impeccable quality•XLeratorDB greatly enhances the overall value of SQL ServerFUNCTION LIBRARIES FOR SQL SERVER
  28. 28. E-v-O-L-V-Eto the next step incomputational power…FUNCTION LIBRARIES FOR SQL SERVER