greater performance – up to 100 x faster than excel risk reduction – eliminate spreadsheet risk...

29

Upload: christiana-hildebrand

Post on 28-Mar-2015

221 views

Category:

Documents


7 download

TRANSCRIPT

Page 1: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development
Page 2: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

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 valueFUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 3: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

3

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.

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 4: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 5: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

Global Coverage of Financial Markets

FUNCTION LIBRARIES FOR SQL SERVERFUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 6: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development
Page 7: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

77

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•Yield Curves

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 Normal• Monte CarloMatrix• Matrix Inverse• Matrix Multiplication• Transpose

Finance Statistics Math

High-Level list of Functions

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 8: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

88

Option Models -European•Black Scholes Merton•Binomial•Implied Volatility-American•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 rootUnit Conversions•Acres / Hectares•Length•Speed•Temperature•Volume•Weight

Text 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

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 9: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development
Page 10: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

Performance increase from Excel 2010 to XLeratorDBPerformance increase from Excel 2010 to XLeratorDB

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 11: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development
Page 12: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 13: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

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

XLeratorDB installed on the database as a native componentXLeratorDB installed on the database as a native component

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 14: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

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

Example of XLeratorDB XIRR function in SQL Server Management StudioExample of XLeratorDB XIRR function in SQL Server Management Studio

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 15: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

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

Example of XLeratorDB CAPM functions in the QlikView BI solutionExample of XLeratorDB CAPM functions in the QlikView BI solution

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 16: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

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

Page 17: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

Example of XLeratorDB in HealthcareExample of XLeratorDB in Healthcare

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 18: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development
Page 19: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

•XLeratorDB includes full documentation that is XLeratorDB includes full documentation that is available on the web siteavailable on the web site

•All functions include examples that can be All functions include examples that can be implemented right out of the boximplemented right out of the box

•XLeratorDB blog includes over 75 informative XLeratorDB blog includes over 75 informative articles that provide real-world examples that can articles that provide real-world examples that can be cut, pasted and executed right from the pagebe cut, pasted and executed right from the page

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 20: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 21: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 22: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development
Page 23: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

23

StatisticsFinance

MathWindowing

Financial-Options

Strings Engineering

Utilities

XLeratorDB

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 24: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development
Page 25: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

25

Databases

SQL Server

•SQL Server 2005•SQL Server 2008•SQL Server 2012

also Oracle, MySQL, DB2, etc.

via ODBC/Linked Servers

Development languages

.Net

Java

Perl

C++

Python

Powershell

and many others…

XLeratorDB functions are accessible to any XLeratorDB functions are accessible to any programming language or application that can programming language or application that can connect to a database connect to a database

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Applications

MS Excel

MS Access

MS SSRS

QlikTech’s QlikView

Misys Eagle Eye

R

and many others…

Page 26: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development
Page 27: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

• XLeratorDB includes over 650 sophisticated XLeratorDB includes over 650 sophisticated functions covering Finance, Statistics, functions covering Finance, Statistics, Financial Options, Math, Engineering, Financial Options, Math, Engineering, Windowing and StringsWindowing and Strings

• XLeratorDB dramatically increases performance XLeratorDB dramatically increases performance and security, reduces risk and has impeccable and security, reduces risk and has impeccable qualityquality

• XLeratorDB greatly enhances the overall value XLeratorDB greatly enhances the overall value of SQL Serverof SQL Server

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 28: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

• XLeratorDB Licensing Model is very flexible XLeratorDB Licensing Model is very flexible with surprisingly low cost of ownershipwith surprisingly low cost of ownership

• XLeratorDB Product Updates and Email and XLeratorDB Product Updates and Email and Phone Support provided at no additional chargePhone Support provided at no additional charge

• XLeratorDB New Functionality driven by client XLeratorDB New Functionality driven by client inputinput

• Consulting Services are also availableConsulting Services are also available

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER

Page 29: Greater Performance – up to 100 x faster than Excel Risk Reduction – eliminate spreadsheet risk Improved Security – calculations saved on DB Faster Development

to the next step in to the next step in computational power…computational power…

FUNCTION LIBRARIES FOR SQL FUNCTION LIBRARIES FOR SQL SERVERSERVER