We have one requirement where we have to automate (1 JCL) IRR calculations for given cashflow.
Input : Flat file containing cash flow entries. For a unit A there are 400 cashflow entries.
I have developed a cobol program for IRR calc but it is takes approx. 9 to 14 mins for a single unit.
Input file can contain 3000 units (Huge file because 400 cashflow entries for single unit). This will take large exeecution time hence more cost.
Please suggest solution or is there any alternative (using shell scripts or C ) if yes then pls explain..(i dont hav idea abt using shell scripts and c with cobol.. but i read it somewhere that we can do that ) .
we also gave thought to using tibco interface and doing calculations at bussiness ware house end. But our data size is 6048 bytes.
I also wanted to confirm the max. length of data that we can send it thorugh TIBCO. I think its 4000 (not very sure).
Sorry I can't help with the performance query immediately. But I would be interested in your Cobol IRR rountine as I have a similar requirement. And if we come across a way to improve performance I can let you know.