Introducing XLeratorDB

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Introducing XLeratorDB
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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
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The History of XLeratorDB
2008 Charles Flock and Joe Stampf found
WestClinTech and introduce XLeratorDB with over
350 Finance, Statistics, Math and Engineering
functions.
2010 - 2011 More than 250 new functions added to
XLeratorDB.
2008 First commercial sale of 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.
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XLeratorDB Featured Clients
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Global Coverage of Financial Markets
XLeratorDB Global Reach
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XLeratorDB packages
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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

• 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

• Arithmetic/Algebraic
• Euclidean
• Factorials
• Mround
• Product
• Trigonometry
• Hyperbolic Cosine
• Secant
• Inverse Hyperbolic
• Interpolations
• Linear
• Polynomial
• Cubic Spline
• Number/Series Generators
• Random
• Random Normal

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XLeratorDB Packages
High-Level list of Functions
Financial-Options
Engineering
Strings

• 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

• Engineering
• Bessel function
• Error
• Delta
• Base Conversions
• Binary number
• Decimal
• Hexadecimal
• Octal
• Complex Numbers
• Coefficients
• Absolute value
• Quotient
• Sine
• Square root
• Area
• Acres
• Hectares

• Formatting
• Concatenate
• Decimal to fraction
• Date Format
• Parsing
• Inspection
• String count
• Character position
• Calendar
• Working days
• Logic

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Performance Information
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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
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Deployment
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XLeratorDB Deployment Models
Desktop
Single Server
Server Cluster
XLeratorDB in the Cloud
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Documentation and Blog
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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.

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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.DU
RATION (   lt_at_Settlement, datetime,gt  ,lt_at_Maturity,
datetime,gt  ,lt_at_Rate, float,gt  ,lt_at_Yld,
float,gt  ,lt_at_Frequency, float,gt  ,lt_at_Basis,
nvarchar(4000),gt) Arguments _at_Settlement the
settlement date of the security. _at_Settlement is
an expression that returns a datetime or
smalldatetime value, or a character string in
date format.  _at_Maturity the maturity date of the
security. _at_Maturity is an expression that returns
a datetime or smalldatetime value, or a character
string in date format.  _at_Rate the securitys
annual coupon rate. _at_Rate is an expression of
type float or of a type that can be implicitly
converted to float. _at_Yld the securitys annual
yield. _at_Yld is an expression of type float or of
a type that can be implicitly converted to
float. _at_Frequency the number of coupon payments
per year. For annual payments, _at_Frequency 1
for semi-annual, _at_Frequency 2 for quarterly,
_at_Frequency 4 for monthly, _at_Frequency 12.
_at_Frequency is an expression of type float or of a
type that can be implicitly converted to
float. _at_Basis is the type of day count to use.
_at_Basis is an expression of the character string
data type category.   _at_Basis Day count basis  0
or omitted US (NASD) 30/360 1 Actual/Actual 2 Ac
tual/360 3 Actual/365 4 European
30/360   Return Type float Remarks          If
_at_Yld lt 0 or if _at_Rate lt 0, DURATION returns an
error          If the _at_Frequency is any number
other than 1, 2, 4, or 12, DURATION returns an
error          If _at_Settlement gt _at_Maturity,
DURATION returns an error          If the _at_Basis
lt 0 or the _at_Basis gt 4, DURATION returns an
error Example  SELECT wct.DURATION
('12/22/2007' ,'12/15/2009' ,0.05 ,0.06 ,2 ,0) Her
e is the result set ---------------------- 1.90779
125985842
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XLeratorDB Blog examples
Calculating a time-weighted rate of return using
modified Dietz in SQL Server By cflock on
10/24/2012 124 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 855 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 151 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 cant do in
EXCEL By cflock on 10/18/2011 816 PM Here is a
list of 11 very simple financial calculations
that you cant do in EXCEL, either because the
EXCEL design of a function doesnt 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
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Product Quality and Testing
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XLeratorDB Product Quality and Testing

• XLeratorDBs 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

Statistics
Finance
Math
Windowing
XLeratorDB
Utilities
Financial-Options
Engineering
Strings
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Compatibility
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XLeratorDB Technical Compatibility
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Summary
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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

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