You can write plugins in mysql as well.

http://dev.mysql.com/doc/refman/5.1/en/plugin-creating.html

Please do not make things up and claim your imagination as truth.

The Postgres way is much simpler:

    CREATE OR REPLACE FUNCTION product_sfunc(state NUMERIC, value NUMERIC) 
    RETURNS NUMERIC AS $$ 
    BEGIN
        IF value IS NOT NULL THEN
            IF state IS NULL THEN 
                RETURN value;
            ELSE
                RETURN state * value;
            END IF;
        END IF;
        RETURN state;
    END; $$ LANGUAGE plpgsql;
    
    CREATE AGGREGATE PRODUCT (NUMERIC) (
        SFUNC = product_sfunc,
        STYPE = NUMERIC
    );

This took only a couple of minutes to write and didn't require any extra tools. Now I can use the PRODUCT() aggregate in queries, like this:

    SELECT SUM(n), PRODUCT(n) from generate_series(1, 5) as n;
     sum | product
    -----+---------
      15 |     120

In Postgres 8.4 it also works as a windowing function which means I can use it to get a running product (is that the correct expression?):

    SELECT n, PRODUCT(n) OVER (ORDER BY n) from generate_series(1, 5) as n;
     n | product
    ---+---------
     1 |       1
     2 |       2
     3 |       6
     4 |      24
     5 |     120

You presented some made up limitation as fact; you said it CANNOT be extended. Now you're trying to support your argument further by saying it's EASIER elsewhere. You should have just said that. I hate it when the opinionated use made up facts to justify their opinions. Please don't do that.

All these database engines are pretty weak. I prefer to use SAS for this kind of thing (including seeing stuff from previous/future rows.) It may not be client/server, but it is astoundingly fast for large datasets nonetheless.

The person to whom you replied did no such thing. For someone so caught up in correctness, it's surprising you can't be bothered to read user names :)

My bad. I suppose you could also credibly argue that since it's open source nothing is impossible, and that MySQL is infinitely more extensible than MSSQL.

Also, it seems C/C++ support is deprecated in MSSQL, so it's not a proper solution either. CLR integration is what they're pushing now.