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By Charles Flock on 10/14/2010 5:35 PM
We frequently get inquiries about whether or not XLeratorDB can perform a time weighted return calculation. The Modified Dietz function (MDIETZ and MDIETZ_q) is just such a calculation. However, we have come up with another technique using the RATE and FVSCHEDULE functions that performs a daily time-weighted return calculation that you may find useful.
By Charles Flock on 10/8/2010 8:20 AM
We have changed 14 scalar functions to take advantage of the multi-input aggregate capabilities of SQL Server 2008 and improved performance more than twenty-five-fold.
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