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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 1.6 billion test cases
Optimize SQL Server – enhance customer value
FUNCTION LIBRARIES FOR SQL
WestClinTech.com
2008
Charles Flock and Joe Stampf found
WestClinTech and introduce
XLeratorDB with over 350 Finance,
Statistics, Math and Engineering
functions.
2008
2009
2010 - 2011
More than 250 new functions added
to XLeratorDB.
2010
2011
2012
2008
First commercial sale of
XLeratorDB.
2012 - Present
XLeratorDB releases new FinancialOptions, CAPM and Windowing
functions. Client list grows to over
400 and function list grows to more
than 650.
FUNCTION LIBRARIES FOR SQL
WestClinTech.com
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FUNCTION LIBRARIES FOR SQL
WestClinTech.com
Global Coverage of Financial Markets
FUNCTION LIBRARIES FOR SQL SERVER
FUNCTION LIBRARIES FOR SQL
WestClinTech.com
High-Level list of Functions
Finance
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
• Yield Curves
FUNCTION LIBRARIES FOR SQL
Statistics
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
Math
Arithmetic/Algebraic
• Euclidean
• Factorials
• Mround
• Product
Trigonometry
• Hyperbolic Cosine
• Secant
• Inverse Hyperbolic
Interpolations
• Linear
• Polynomial
• Cubic Spline
Number/Series Generators
• Random / Random Normal
• Monte Carlo
Matrix
• Matrix Inverse
• Matrix Multiplication
• Transpose
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7
High-Level list of Functions
Financial-Options
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
FUNCTION LIBRARIES FOR SQL
Engineering
Engineering
• Bessel function
• Error
• Delta
Base Conversions
• Binary number
• Decimal
• Hexadecimal
• Octal
Complex Numbers
• Coefficients
• Absolute value
• Quotient
• Sine
• Square root
Unit Conversions
• Acres / Hectares
• Length
• Speed
• Temperature
• Volume
• Weight
Strings & Windowing
Text 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
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Performance increase from Excel 2010 to XLeratorDB
Function
No. of
Records
Excel 2010
XLeratorDB
Difference
SLOPE – Slope of the linear regression
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
WestClinTech.com
FUNCTION LIBRARIES FOR SQL
WestClinTech.com
XLeratorDB installed on the database as a native component
The installed functions look and behave like a native
SQL Server component.
FUNCTION LIBRARIES FOR SQL
WestClinTech.com
Example of XLeratorDB XIRR function in SQL Server Management Studio
As the example below shows, XLeratorDB functions
are easy to deploy and use.
FUNCTION LIBRARIES FOR SQL
WestClinTech.com
Example of XLeratorDB CAPM functions in the QlikView BI solution
XLeratorDB not only includes sophisticated
functionality but is also “integration friendly”
FUNCTION LIBRARIES FOR SQL
WestClinTech.com
Example of XLeratorDB’s Option Matrix functions in the QlikView BI solution
FUNCTION LIBRARIES FOR SQL
WestClinTech.com
Example of XLeratorDB in Healthcare
FUNCTION LIBRARIES FOR SQL
WestClinTech.com
• XLeratorDB includes full documentation that is
available on the web site
• All functions include examples that can be
implemented right out of the box
• XLeratorDB blog includes over 75 informative
articles that provide real-world examples that
can be cut, pasted and executed right from the
page
FUNCTION LIBRARIES FOR SQL
WestClinTech.com
FUNCTION LIBRARIES FOR SQL
WestClinTech.com
FUNCTION LIBRARIES FOR SQL
WestClinTech.com
 XLeratorDB ‘s product quality meets
the highest standard
Finance
 XLeratorDB quality is assured with
over
Statistics
test cases
Windowing
 XLeratorDB employs a “test
harness” for every function, each
containing an average of
Math
XLeratorDB
Utilities
FinancialOptions
test cases
Strings
Engineering
 The quality of XLeratorDB gives you
the confidence to focus on your
business, not your software
FUNCTION LIBRARIES FOR SQL
WestClinTech.com
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XLeratorDB functions are accessible to any
programming language or application that can
connect to a database
Databases
SQL Server
•
•
•
SQL Server 2005
SQL Server 2008
SQL Server 2012
also Oracle, MySQL, DB2, etc.
via ODBC/Linked Servers
FUNCTION LIBRARIES FOR SQL
Development languages
Applications
.Net
Java
Perl
C++
Python
Powershell
MS Excel
and many others…
and many others…
MS Access
MS SSRS
QlikTech’s QlikView
Misys Eagle Eye
R
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• 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
WestClinTech.com
• XLeratorDB Licensing Model is very flexible
with surprisingly low cost of ownership
• XLeratorDB Product Updates and Email and
Phone Support provided at no additional charge
• XLeratorDB New Functionality driven by client
input
• Consulting Services are also available
FUNCTION LIBRARIES FOR SQL
WestClinTech.com
to the next step in
computational power…
FUNCTION LIBRARIES FOR SQL
WestClinTech.com