"PRODUCT()" aggregate function

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 Received on Fri Sep 16 2005 - 04:27:20 CDT