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API INTEGRATION CODING FOR DEVELOPERS

Prepayment and LoanDynamicsTM Model

The System Model Factory Class: CadcoSys

Description

Anchor holding the model factory and various global parameters. The System also contains the historic rate index cache, initialized by the first instantiation of an histcache model.

Methods

Construction/Destruction
A single instance of the model factory class should be created with the adco_CreateSystem(), and deleted with the adco_DestroySystem() global functions.

System Parameter Manipulation

virtual const adco_cEnumeration& ParamList()

Get the list of global system parameters.

virtual void SetParam( const adco_cEnumElem& Param, const adco_CParam& value )

Set a parameter to the specified value. See adco_CParam.

virtual void SetParam( const char* ParamName, const adco_CParam& value )

Lookup the ParamName in the ParamList and call the first SetParam method above to set the value. Note that an unknown parameter name will throw an element-not-found error.

virtual adco_CParam GetParam( const adco_cEnumElem& Param )

Retrieve the current value of the parameter. See adco_CParam.

virtual adco_CParam GetParam( const char* ParamName )

Lookup the ParamName in the ParamList. Then use the first form of SetParam above to retreive the value.. Note that an unknown parameter name will throw an element-not-found error.

Model Management

virtual const adco_cEnumeration& ModelList()

       Return the list of known models. Each list element is classified by by model type.

virtual CAdppmdl& Adppmdl_factory( const adco_cEnumElem& model )

Create a new instance of the specified model and return a reference to it.

virtual CAdppmdl& Adppmdl_factory( const char* modelname )

Lookup modelname in the ModelList, and call the first form of model_factory(). Throws an element-not-found error if the name doesn't occur in the list.

virtual void Adppmdl_recycle( CAdppmdl& model )

A safer way (than invoking the destructor) to destroy a model instance when it is no longer needed. Note that after this call, the reference will be invalid.

virtual const adco_cEnumeration& ErrorList()

Return the list of possible errors. Each list element is classified by by error severity.

Details

Global System Parameters (see adco_CParam)

DATAFILEDIR
A string containing the directory used when system or models need data from disk. Currently the histcache is loaded from here as well as the licensekey. Note that some prepayment models will instantiate a histcache model internally if required historic values are not provided. On MS Windows  systems, this defaults to c:\adco\ppmodel. On unix systems, the default is ".".

LICENSEKEY
Encrypted string used by the model factory to determine access rights to the various models. By default,  it is loaded from the file adco_lic.key in the DATAFILEDIR directory.
VERSION
A string containing a version number in the form <System No>.<API No>.<Model No><compile letter>.  Applications should be able to use newer libraries as long as the <System No>.<API No> portion have not changed.

Global Models
Historic Rates & Indices Cache Access: "HISTCACHE"
Mortgage Current Coupon Yield (CCY) Forecast: "CCYCALC"
House Price Index (HPI) Forecast: "HPICALC"
Prepayment Utility Calculation Functions: "PPCALC"



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