INSTALLATION & VERSION COMPATIBILITY

Algorithmics
SunGard Bancware
Compass Analytics
Excel

FactSet Research Systems
Intex
MIAC
Misys

Polypaths
Principia Partners
QRM
SunGard iWORKS Prophet

Towers Watson/Moses
Wall Street Analytics
ZM Financial Systems

Algorithmics

AD Model	AD Version	AD Subroutine	Vendor System	Version	Platform	Default DLL Dir.	Default Data Dir.
Prepayment	5.2f	adppmdl.dll	RiskWatch	4.6.1	aix-ppc-5.3	User-Specified	User-Specified
Prepayment	5.2f	adppmdl.dll	RiskWatch	4.6.1	rhel-i686-5.2	User-Specified	User-Specified
Prepayment	5.2f	adppmdl.dll	RiskWatch	4.6.1	rhel-x86_64-5.2	User-Specified	User-Specified
Prepayment	5.2f	adppmdl.dll	RiskWatch	4.6.1	solaris-i386-2.10	User-Specified	User-Specified
Prepayment	5.2f	adppmdl.dll	RiskWatch	4.6.1	solaris-sparc-2.10	User-Specified	User-Specified
Prepayment	5.2f	adppmdl.dll	RiskWatch	4.6.1	solaris-sparc64-2.10	User-Specified	User-Specified
Prepayment	5.2f	adppmdl.dll	RiskWatch	4.6.1	solaris-x86_64-2.10	User-Specified	User-Specified
Prepayment	5.2f	adppmdl.dll	RiskWatch	4.6.0	aix-ppc-5.3	User-Specified	User-Specified
Prepayment	5.2f	adppmdl.dll	RiskWatch	4.6.0	rhel-i686-4.0	User-Specified	User-Specified
Prepayment	5.2f	adppmdl.dll	RiskWatch	4.6.0	solaris-i386-2.10	User-Specified	User-Specified
Prepayment	5.2f	adppmdl.dll	RiskWatch	4.6.0	solaris-sparc-2.10	User-Specified	User-Specified
Prepayment	5.2c	adppmdl.dll	RiskWatch	4.5.4	aix-ppc-5.3	User-Specified	User-Specified
Prepayment	5.2c	adppmdl.dll	RiskWatch	4.5.4	rhel-i686-4.0	User-Specified	User-Specified
Prepayment	5.2c	adppmdl.dll	RiskWatch	4.5.4	solaris-i386-2.10	User-Specified	User-Specified
Prepayment	5.2c	adppmdl.dll	RiskWatch	4.5.4	solaris-sparc-2.9	User-Specified	User-Specified

SunGard Bancware

AD Model	AD Version	AD Subroutine	Vendor System	Version	Platform	Default DLL Dir.	Default Data Dir.
Prepayment	5.2g	adppmdl.dll	ALM5	5.8.4	Win	Installation Directory	User-Specified
Prepayment	5.2b	adppmdl.dll	ALM5	5.8.3	Win	Installation Directory	User-Specified
Prepayment	4.3.4a/1.1.4	adppmdl.dll	ALM5	5.8.3	Win	Installation Directory	User-Specified
Prepayment	5.0.1a	adppmdl.dll	ALM5	5.8	Win	Installation Directory	User-Specified
Prepayment	4.3.4/1.1.4	adppmdl.dll	ALM5	5.8	Win	Installation Directory	User-Specified

Additional Notes

1. data location is user-defined.
2. dlls in installation directory.

SunGard Bancware Contact Information

Matt Ings; bancware.clientServices@risk.sungard.com;
617-542-2800 x266

Compass Analytics

AD Model	AD Version	AD Subroutine	Vendor System	Version	Platform	Default DLL Dir.	Default Data Dir.
Prepayment	5.2f	adppmdl.dll	Compass-Analytics	1.4.2.x and later	Win	ProgramFiles\CompassPoint	ProgramFiles\CompassPoint\plugins\adco
Prepayment	5.2e	adppmdl.dll	Compass-Analytics	1.3x and later	Win	ProgramFiles\CompassPoint	ProgramFiles\CompassPoint\plugins\adco

Additional Notes

Compass Contact Information

Rob Kessel (415)-462-7500

FactSet Research System

AD Model	AD Version	AD Subroutine	Vendor System	Version	Platform	Default DLL Dir.	Default Data Dir.
Prepayment	5.2g	adppmdl.dll, FDSADCOPrepay.dll	FactSet	2010.2.1 or later	Win	DS Apps	DS Apps\ADCO
Prepayment	5.2f	adppmdl.dll, fsadcoprepaymodel.dll	FactSet	2009.4.1 to 2010.1.3	Win	DS Apps	DS Apps\ADCO
Prepayment	5.2d	adppmdl.dll, fsadcoprepaymodel.dll	FactSet	2009.4.1 or later	Win	DS Apps	DS Apps\ADCO

Additional Notes

1. Vectored Tuning uses a GUI where the user can start and enter dates a ramp and a fade.

FactSet Contact Information

fi_support@factset.com , 877-factset

Excel

AD Model	AD Version	AD Subroutine	Vendor System	Version	Platform	Default DLL Dir.	Default Data Dir.
Prepayment	5.2d	adppmdl.dll	Excel	n/a	Windows	User-Specified	c:\adco\ppmodel
Prepayment	5.1f	adppmdl.dll	Excel	n/a	Windows	User-Specified	c:\adco\ppmodel
Prepayment	4.3.4	adppmdl.dll	Excel	n/a	Windows	User-Specified	c:\adco\ppmodel

Additional Notes

1. Defaults can be changed. If files are saved in an alternate directory, the user must change the data file path in the Fixed Input sheet in the Excel sheet. The data file path is in row 10, column D/E. To change the data file path, user must simply type the directory in which they save these data files and license key, save the change and then close the Excel program and reopen with the new path in place.

Excel Model Contact Information

Suzanne West at 212-274-9075

INTEX

AD Model	AD Version	AD Subroutine	Vendor System	Version	Platform	Default DLL Dir.	Default Data Dir.
Prepayment	5.2g	adppmdl.dll	IntexDesktop	3.2d	Win	User-Specified	c:\adco\ppmodel
Prepayment	5.2f	adppmdl.dll	IntexDesktop	3.2d	Win	User-Specified	c:\adco\ppmodel
Prepayment	5.2e	adppmdl.dll	IntexDesktop	3.2d	Win	User-Specified	c:\adco\ppmodel
Prepayment	5.2d	adppmdl.dll	IntexDesktop	3.2d	Win	User-Specified	c:\adco\ppmodel
Prepayment	5.2g	adppmdl.dll	IntexDesktop	3.2c	Win	User-Specified	c:\adco\ppmodel
Prepayment	5.2f	adppmdl.dll	IntexDesktop	3.2c	Win	User-Specified	c:\adco\ppmodel
Prepayment	5.2e	adppmdl.dll	IntexDesktop	3.2c	Win	User-Specified	c:\adco\ppmodel
Prepayment	5.2d	adppmdl.dll	IntexDesktop	3.2c	Win	User-Specified	c:\adco\ppmodel
Prepayment	5.2g	adppmdl.dll	IntexDesktop	3.2b	Win	User-Specified	c:\adco\ppmodel
Prepayment	5.2f	adppmdl.dll	IntexDesktop	3.2b	Win	User-Specified	c:\adco\ppmodel
Prepayment	5.2e	adppmdl.dll	IntexDesktop	3.2b	Win	User-Specified	c:\adco\ppmodel
Prepayment	5.2d	adppmdl.dll	IntexDesktop	3.2b	Win	User-Specified	c:\adco\ppmodel

Additional Notes

1. Intex currently supports 3.2d, 3.2c, 3.2b. --Earlier versions no longer supported
2. Delete icomwpp.c --Refer to sample application

INTEX Contact Information

clientservices@intex.com

MIAC

AD&Co. Model (s)	Compatible MIAC System	ADCO Subroutine Name(s)	Default DLL Directory	Default Data File (datafile.zip) and License Key (adco_lic.key) Directory
MBS/ABS 5.2	v4.1 SP2	adppmdl.dll	MIAC\Analytic	MIAC\Analytic\adcodata, but not required
MBS/ABS 5.1	4.1 SP1 v4.1 SP2	adppmdl.dll	MIAC\Analytic	MIAC\Analytic\adcodata, but not required
MBS/ABS 5.0	4.0 SP3 (released 12/2004) v4.1 SP2	adppmdl.dll	MIAC\Analytic	MIAC\Analytic\adcodata, but not required
MBS/ABS 4.3.4	4.0 4.1 4.1 SP1 v4.1 SP2	adppsub.dll	MIAC\Analytic	MIAC\Analytic\adcodata, but not required

Additional Notes

1.Default Directories can be changed in the Data and License Directory, through GUI or MS Access
2. Mortgage current coupon can be generated by the Input Source: user specifies either to use ADCO supplied data or MIAC input
2. BMR/CC Forecast: derived from or indexed to forward rates or customized CC Index (in 4.1)
3. Term Stucture can generate forward Rates, including 2and 10Y. Custom CC Index forecast (in 4.1)
4. System allows display of or writing to file of SMM vectors for troubleshooting

MIAC Contact Information

Tariq Shah; tariq.shah@miacanalytics.com; 212-233-1250

Polypaths

AD Model	AD Version	AD Subroutine	Vendor System	Version	Platform	Default DLL Dir.	Default Data Dir.
Prepayment	5.2g	adppmdl52.dll	Polypaths	6.03 and later	Win	PolyPaths program file directory (same location as AppPort.exe)	AD_PPM_ROOT directory specified in ppconfig.txt
Prepayment	5.2f	adppmdl52.dll	Polypaths	6.03 and later	Win	PolyPaths program file directory (same location as AppPort.exe)	AD_PPM_ROOT directory specified in ppconfig.txt
Prepayment	5.2e	adppmdl52.dll	Polypaths	6.02 and later	Win	PolyPaths program file directory (same location as AppPort.exe)	AD_PPM_ROOT directory specified in ppconfig.txt

Additional Notes

1.Please see Integration Doc for more details

Polypaths Contact Information

support@polypaths.com, (212) 332-6288

Principia Partners

AD Model	AD Version	AD Subroutine	Vendor Sytem	Version	Platform	Def.DLL Dir.	Def.Data Dir.
Prepayment	5.2g	n/a	Principia	SFP v6.3	UNIX	n/a	/pas/principia/ad directory
Prepayment	5.2d	n/a	Principia	SFP v6.0	UNIX	n/a	/pas/principia/ad directory
Prepayment	5.1d	n/a	Principia	SFP 5.2	UNIX	n/a	/pas/principia/ad directory

Additional Notes

1.Principia is a UNIX-based solution (.so library files)
2. UNIX libraries should be installed in /pas/principia/contrib/3rdparty/lib

Principia Partners Contact Information

Jake Colman; 610-755-9786; colman@ppllc.com

QRM

AD&Co. Model	Compatible QRM System	ADCO Subroutine Name(s)	Default DLL Directory	Default Data File (datafile.zip) and License Key (adco_lic.key) Directory
MBS/ABS 5.2 with enhanced data/risk multipliers	BSM v10.3.180 and later SV v10.3.180 and later BM v11and later	(additional xml file is needed from QRM to use latest ADCo tuning parameters and enhanced data/risk multipliers - click here for info)	The ADCO subfolder of the QRM application folder	The ADCO subfolder of the QRM application folder
MBS/ABS 5.1 with enhanced data/risk multipliers	BSM v10.3.155 and later SV v10.3.155 and later BM v11 and later	adppmdl.dll (additional xml file is needed from QRM to use latest ADCo tuning parameters and enhanced data/risk multipliers - click here for info)	The ADCO subfolder of the QRM application folder	The ADCO subfolder of the QRM application folder
MBS/ABS 5.0	12.2, 11.1, 10.3	adppmdl.dll	The ADCO subfolder of the QRM application folder	The ADCO subfolder of the QRM application folder
MBS 4.3.4	10.1	adppnolh.dll	The ADCO subfolder of the QRM application folder	The ADCO subfolder of the QRM application folder

Additional Notes

1. Click here for QRM tuning descriptons and XML tuning file information
2. Default Directories can not be changed.
3. Contact QRM to find out how to generate mortgage current coupon:
4. Contact QRM to fid out if and how Ratescan be generated by the term-structure model
5. QRM allows display of or writing to file of SMM vectors for troubleshooting.
6. For Current Coupon Mapping Click Here

QRM Contact Information

bsm.extranet@qrm.com; 312-782-5551

Misys

AD&Co. Model	Compatible Misys System	ADCO Subroutine Name(s)	Default DLL Directory	Default Data File (datafile.zip) and License Key (adco_lic.key) Directory
MBS/ABS 5.2g	Summit V5.5	Solaris: libadppmdl.so Windows: adppmdl.dll	Solaris: /apps/pkgs/ADCO-PP-5.2g/libadppmdl.so Windows: Y:\ADCO-PP-5.2g\adppmdl.dll	Solaris: /apps/pkgs/ADCO/ppmodel Windows: Y:\ADCO\ppmodel
MBS/ABS 5.1d	Summit V5.4 & V5.3	Solaris: libadppmdl.so Windows: adppmdl.dll	Solaris: /apps/pkgs/ADCO-PP-5.2d/libadppmdl.so Windows: Y:\ADCO-PP-5.2d\adppmdl.dll	Solaris: /apps/pkgs/ADCO/ppmodel Windows: Y:\ADCO\ppmodel
MBS/ABS 5.1b	Summit V5.2	Solaris: libadppmdl.so Windows: adppmdl.dll	Solaris: /apps/pkgs/ADCO-PP-5.2b Windows: Y:\Y:\ADCO-PP-5.2a\adppmdl.dll	Solaris: /apps/pkgs/ADCO/ppmodel Windows: Y:\ADCO\ppmodel

Additional Notes

1. Mortgage current coupon can be generated through Intex.
2. Summit passes their own term structure functions into AD.
3. Summit allows display of or writing to file of SMM vectors for troubleshooting.

Misys Contact Information

helptools@misys.com; 212-896-3400

SunGard iWorks Prophet

AD&Co. Model	Compatible Prophet System	ADCO Subroutine Name(s)	Default DLL Directory	Default Data File (datafile.zip) and License Key (adco_lic.key) Directory
MBS/ABS 5.2e/5.2f/5.2g with enhanced data/risk multipliers	8.0 Original	adppmdl.dll ad_cwrap.dll	Prophet System location	User-Specified
MBS/ABS 5.2c/5.2d/5.2e/5.2f with enhanced data/risk multipliers	7.3 Update 7	adppmdl.dll ad_cwrap.dll	Prophet System location	User-Specified
MBS/ABS 5.2c/5.2d with enhanced data/risk multipliers	7.3 Update 6	adppmdl.dll ad_cwrap.dll	Prophet System location	User-Specified
MBS/ABS 5.1/5.2 with enhanced data/risk multipliers	7.3 Update 5	adppmdl.dll ad_cwrap.dll	Prophet System location	User-Specified
MBS/ABS 5.1 with enhanced data/risk multipliers	7.3 Update 4	adppmdl.dll ad_cwrap.dll	Prophet System location	User-Specified

Additional Notes

1. The AD&Co prepayment model is integrated with Intex in Prophet System.
2. From 7.3 update 6 AD&Co standalone is supported.

SunGard iWorks Contact Information

prophet.helpdesk@sungard.com, +44 1932 757-555

Towers Watson/TAS Applications

AD&Co. Model	Compatible TAS System	ADCO Subroutine Name(s)	Default DLL Directory	Default Data File (datafile.zip) and License Key (adco_lic.key) Directory
MBS 5.1	TAS 11.3	adppnlhlx.dll	global data directory	...\adco\ppmodel\ subdirectory of the global data directory.
MBS No load history HX version 4.3.4	TAS 11.3	adppnlhlx.dll	global data directory	...\adco\ppmodel\ subdirectory of the global data directory.
MBS No load history v4.3.4	TAS 9.5	adppnlhx.dll	the program path of the TAS system	...adco\ppmodel sub-directory of TAS system directory
ABS No load history 1.1.3	TAS 9.5	adabsnh.dll adppmdl.dll	the program path of the TAS system	...adco\ppmodel sub-directory of TAS system directory

Additional Notes

1. Tas 9.5: Path defaults can be changed only at installation time . Please contact your TAS representative for details.
2. TAS 11.3 :Path defaults can be specified by the client using an input item. Please contact your TAS representative for details.
3. Mortgage current coupons generated with 10 year treasury plus spread
4. Rates generated by term-structure model are: 90 day, 180 day, 1 year, 2 year, 3 year, 5 year, 7 year, 10 year, 20 year, and 30 year
5. System does not directly allow display of or writing to file of SMM vectors for troubleshooting, however there are details provided by TAS that will help the client troubleshoot prepayment rates.

TAS Contact Information

TWSS US Help Desk (800) 634-7028

Towers Watson/Moses Applications

AD&Co. Model	Compatible Moses System	ADCO Subroutine Name(s)	Default DLL Directory	Default Data File (datafile.zip) and License Key (adco_lic.key) Directory
MBS 5.1	MoSes v6	adppmdl.dll	c:\moses\demo_assets\sec\application\	c:\moses\demo_assets\sec\adco\data\
MBS 4.3.4	MoSes	adppnlhx.dll	c:\moses\demo_assets\sec\application\	c:\moses\demo_assets\sec\adco\data\
ABS 1.1.4	MoSes	adabsnh.dll adppmdl.dll	c:\moses\demo_assets\sec\application\	c:\moses\demo_assets\sec\adco\data\

Additional Notes

1. Default Directories can be changed in Menu Bar under Utilities External DLL. In the model, you have to change startup secadco/assets to reflect the correct directory.
2. System does not allow display of or writing to file of SMM vectors for troubleshooting but users can easily customize model to allow for this.
3. Consult MoSes documentation to find out how to changee Mortgage Current Coupon.

Moses Contact Information

TWSS US Help Desk (800) 634-7028

Wall Street Analytics

AD&Co Model	Compatible WSA System	ADCO Subroutine Name(s)	Default DLL Directory	Default Data File (datafile.zip) and License Key (adco_lic.key) Directory
MBS/ABS 5.0	Structured Finance Workstation	adppmdl.dll	C:\WSA\ADCO	C:\WSA\ADCO\data
MBS 4.3.4	Structured Finance Workstation	adppsub.dll adppitxs.dll	C:\WSA\ADCO	C:\WSA\ADCO\data
ABS 1.1.4	Structured Finance Workstation	adppmdl.dl adppsub.dll adppitxs.dl l	C:\WSA\ADCO	C:\WSA\ADCO\data

ZM Financial Systems

AD Model	AD Version	AD Subroutine	Vendor System	Version	Platform	Default DLL Dir.	Default Data Dir.
Prepayment	5.2f	adppmdl.dll	ZM	3.2	Win	ZM Installation Folder	User-Defined in ZM set up menu

ZM Contact Information

Butch Miner 919-493-0029 x3