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
The History of XLeratorDB

2008
Charles Flock and Joe Stampf found
WestClinTech and introduce
2010 - 2011
XLeratorDB with over 350 Finance, More than 250 new functions added to
Statistics, Math and Engineering XLeratorDB.
functions.

2008 2009 2010 2011 2012

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.

FUNCTION LIBRARIES FOR SQL SERVER 3

 XLeratorDB Featured Clients

FUNCTION LIBRARIES FOR SQL SERVER

 XLeratorDB Global Reach
Global Coverage of Financial Markets

FUNCTION LIBRARIES FOR SQL SERVER

 XLeratorDB packages

FUNCTION LIBRARIES FOR SQL SERVER

XLeratorDB Packages

High-Level list of Functions

Finance Statistics Math

Rates of Return Descriptive Statistics Arithmetic/Algebraic

•Internal Rate of Return •Continuous data • Euclidean
•IRR with non-periodic cash •Dispersion • Factorials
flows •Shape • Mround
•Net Present Value Statistical Inference • Product
•Modified Dietz •Chi Square Trigonometry
Capital Asset Pricing Model •T-Test • Hyperbolic Cosine
•Alpha and Beta Correlation and Regression • Secant
•Sharpe, Sortino, Treynor and •Correlation • Inverse Hyperbolic
Information ratios •Probability Interpolations
Bond Figurations •Linear • Linear
•Accrued Interest •Slope • Polynomial
•Bond Price and Yield •Trend • Cubic Spline
•Odd First, Last coupons Data collection Number/Series Generators
Loans •Standard error • Random
•Principal and Interest payments Probabilities • Random Normal
•Amortization schedules •Beta cumulative probability Matrix
Depreciation density • Matrix Inverse
•Declining Balance •Inverse of BetaDist • Matrix Multiplication
•Straight Line •Binomial distribution • Transpose
Other •Fisher transformation
•Business Days,
•Interest Basis

FUNCTION LIBRARIES FOR SQL SERVER 7

XLeratorDB Packages

High-Level list of Functions

Financial-Options Engineering Strings & Windowing

Option Models Engineering Formatting

European •Bessel function •Concatenate
•Black Scholes Merton •Error •Decimal to fraction
•Binomial •Delta •Date Format
•Implied Volatility Base Conversions •Parsing
American •Binary number Inspection
•Binomial •Decimal •String count
•Bjerksund-Stensland •Hexadecimal •Character position
•Implied Volatility •Octal Calendar
Option Greeks Complex Numbers •Working days
•Delta •Coefficients Logic
•Gamma •Absolute value
•Vega •Quotient Windowing
•Theta •Sine •Lag
•Rho •Square root •Running Count, Sum, Avg,
•Lambda Area STDEV, VAR, etc.
Risk Matrix •Acres •Moving Count, Sum, Avg,
•Option Matrix •Hectares STDEV, VAR, etc.
•Option P/L Matrix Length •Running Slope, Intercept,
Binomial Tree visualization Speed Forecast, etc.
Temperature •Moving Slope, Intercept,
Volume Forecast, etc.
Weight •Moving Averages

FUNCTION LIBRARIES FOR SQL SERVER 8

Performance Information
 XLeratorDB Performance Examples

The following highlights the performance increase from Excel 2010 to

XLeratorDB.

No. of
Function Excel 2010 XLeratorDB Difference
Records

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%

FUNCTION LIBRARIES FOR SQL SERVER

Deployment / Installation / Solution
XLeratorDB Deployment Models

Desktop

Single Server
Server Cluster

XLeratorDB in
the Cloud

FUNCTION LIBRARIES FOR SQL SERVER

XLeratorDB Installed

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 SERVER

 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.

FUNCTION LIBRARIES FOR SQL SERVER

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”

FUNCTION LIBRARIES FOR SQL SERVER

XLeratorDB used as a Development Solution

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

FUNCTION LIBRARIES FOR SQL SERVER

XLeratorDB used as a Development Solution

Example of XLeratorDB in Healthcare Solutions

FUNCTION LIBRARIES FOR SQL SERVER

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

FUNCTION LIBRARIES FOR SQL SERVER

 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
 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 »
Product Quality and Testing
 XLeratorDB Product Quality and Testing

 XLeratorDB‘s product quality

meets the highest standard

 XLeratorDB quality is assured with

Finance Statistics

over 1.6 billion test cases

Windowing Math
 XLeratorDB employs a “test
harness“ for each function, each XLeratorDB
containing an average of 2.4 million
test cases Utilities Financial-
Options

 The quality of XLeratorDB gives Strings Engineering

you the confidence to focus on your
business, not your software

FUNCTION LIBRARIES FOR SQL SERVER 23

Compatibility
XLeratorDB Technical Compatibility

Databases Development languages

SQL Server .Net
SQL Server 2005 Java
SQL Server 2008 Perl
SQL Server 2012 C++
Python
and many others…

25
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

FUNCTION LIBRARIES FOR SQL SERVER

 E- v-O-L-V-E
to the next step in
computational power…
FUNCTION LIBRARIES FOR SQL SERVER