Rounding issue in LOG and EXP functions

Question

I am trying to perform cumulative multiplication. I am trying two methods to do this

sample data:

DECLARE @TEST TABLE
  (
     PAR_COLUMN         


        

Answer 1

You can round to big multiple, for your data:

--720000000000000 must be multiple of 600

select
   round( 719999999999998/600,  0 ) * 600

--result: 720000000000000

Test it at SQLFiddle

create TABLE T 
  (
     PAR_COLUMN INT,
     PERIOD     INT,
     VALUE      NUMERIC(22, 6)
  ) 
INSERT INTO T VALUES 
(1,601,10.1 ),    --<--- I put decimals just to test!
(1,602,20 ),
(1,603,30 ),
(1,604,40 ),
(1,605,50 ),
(1,606,60 ),
(2,601,100),
(2,602,200),
(2,603,300),
(2,604,400),
(2,605,500),
(2,606,600)

Query 1:

with T1 as (
SELECT *,
       Exp(Sum(Log(Abs(NULLIF(VALUE, 0))))
             OVER(
               PARTITION BY PAR_COLUMN
               ORDER BY PERIOD)) AS CUM_MUL,
       VALUE AS CUM_MAX1,
       LAG( VALUE , 1, 1.) 
             OVER(
               PARTITION BY PAR_COLUMN
               ORDER BY PERIOD ) AS CUM_MAX2,
       LAG( VALUE , 2, 1.) 
             OVER(
               PARTITION BY PAR_COLUMN
               ORDER BY PERIOD ) AS CUM_MAX3
FROM   T )
select PAR_COLUMN,  PERIOD,  VALUE, 
       ( round( ( CUM_MUL  / ( CUM_MAX1 * CUM_MAX2 * CUM_MAX3) ) ,6) 
         * 
         cast( ( 1000000 * CUM_MAX1 * CUM_MAX2 * CUM_MAX3) as bigint )
       ) / 1000000.
       as CUM_MUL
FROM T1

Results:

| PAR_COLUMN | PERIOD | VALUE |         CUM_MUL |
|------------|--------|-------|-----------------|
|          1 |    601 |  10.1 |            10.1 | --ok! because my data
|          1 |    602 |    20 |             202 |
|          1 |    603 |    30 |            6060 |
|          1 |    604 |    40 |          242400 |
|          1 |    605 |    50 |        12120000 |
|          1 |    606 |    60 |       727200000 |
|          2 |    601 |   100 |             100 |
|          2 |    602 |   200 |           20000 |
|          2 |    603 |   300 |         6000000 |
|          2 |    604 |   400 |      2400000000 |
|          2 |    605 |   500 |   1200000000000 |
|          2 |    606 |   600 | 720000000000000 |

Notice I x1000000 to work without decimals