Re: "PRODUCT()" aggregate function

lawk wrote:
> Hi,
>
> I work for an bank and runs an in-house system that calculates
> portfolio performance.
>
> There is an upstream system that calculates daily performance. My
> system takes these daily performance, and sequentially multiplies them
> to arrive at, say, the 3M moving window performance.
>
> This results in having to loop thru EVERY SINGLE daily performance row,
> which obviously does not scale well.
>
> Is there a function (or a commercial PKG) that has an aggregate
> function that calculates the PRODUCT of a certain col, via a GROUP BY
> clause?
>
> Thks...
> L

In addition to the excellent suggestions others have supplied also look into using NATIVE rather than INTERPRETED compilation. It may provide a substantial performance improvement.

-- 
Daniel A. Morgan
http://www.psoug.org
damorgan_at_x.washington.edu
(replace x with u to respond)