RiskCalc External Integration Specification

Transcription

1 Moody's RiskCalc External Integration Specification Last Updated: September 24, 2007 Contact Phone South Bend Robert Weiss Copyright 2002 by Moody s Investors Service, Inc., 99 Church Street, New York, New York, All rights reserved. ALL INFORMATION CONTAINED HEREIN IS COPYRIGHTED IN THE NAME OF MOODY S INVESTORS SERVICE, INC. ( MOODY S ), AND NONE OF SUCH INFORMATION MAY BE COPIED OR OTHERWISE REPRODUCED, REPACKAGED, FURTHER TRANSMITTED, TRASFERRED, DISSEMINATED, REDISTRIBUTED OR RESOLD, OR STORED FOR SUBSEQUENT USE FOR ANY SUCH PURPOSE, IN WHOLE OR IN PART, IN ANY FORM OR MANNER OR BY ANY MEANS WHATSOEVER, BY ANY PERSON WITHOUT MOODY S PRIOR WRITTEN CONSENT. All information contained herein is obtained by MOODY S from sources believed by it to be accurate and reliable. Because of the possibility of human or mechanical error as well as other factors, however, such information is provided as is without warranty of any kind and MOODY S, in particular, makes no representation or warranty, express or implied, as to the accuracy, timeliness, completeness, merchantability or fitness for any particular purpose of any such information. Under no circumstances shall MOODY S have any liability to any person or entity for (a) any loss or damage in whole or in part caused by, resulting from, or relating to, any error (negligent or otherwise) or other circumstance or contingency within or outside the control of MOODY S or any of its directors, officers, employees or agents in connection with the procurement, collection, compilation, analysis, interpretation, communication, publication or delivery of any such information, or (b) any direct, indirect, special, consequential, compensatory or incidental damages whatsoever (including without limitation, lost profits), even if MOODY S is advised in advance of the possibility of such damages, resulting from the use of or inability to use, any such information. The credit ratings, if any, constituting part of the information contained herein are, and must be construed solely as, statements of opinion and not statements of fact or recommendations to purchase, sell or hold any securities. NO WARRANTY, EXPRESS OR IMPLIED, AS TO THE ACCURACY, TIMELINESS, COMPLETENESS, MERCHANTABILITY OR FITNESS FOR ANY PARTICULAR PURPOSE OF ANY SUCH RATING OR OTHER OPINION OR INFORMATION IS GIVEN OR MADE BY MOODY S IN ANY FORM OR MANNER WHATSOEVER. Each rating or other opinion must be weighed solely as one factor in any investment decision made by or on behalf of any user of the information contained herein, and each such user must accordingly make its own study and evaluation of each security and of each issuer and guarantor of, and each provider of credit support for, each security that it may consider purchasing, holding or selling. Pursuant to Section 17(b) of the Securities Act of 1933, MOODY S hereby discloses that most issuers of debt securities (including corporate and municipal bonds, debentures, notes and commercial paper) and preferred stock rated by MOODY S have, prior to assignment of any rating, agreed to pay to MOODY S for appraisal and rating services rendered by it fees ranging from $1,000 to $1,500,000. RiskCalc External Integration Specification.doc 1 of 18 Last Updated 24-Sep-07

2 Table of Contents Introduction... 3 Assumptions... 3 Overview... 3 HTTP Protocol... 3 Sending XML to the server... 3 XML Input Syntax... 5 Basic Input Structure... 5 RISKCALC Header... 5 Authentication Section... 5 Operation List Section... 6 Operation Section... 6 MODEL Attribute... 6 SUBMODEL Attribute... 6 VERSION Attribute... 6 FUNCTION Attribute... 7 Function Arguments... 7 <ARGUMENT-LIST> Tag... 7 <ARGUMENT> Tag... 7 Example Operation Input... 8 XML Output Syntax... 8 Basic Output Structure... 8 <RISKCALC-OUT> Header... 9 Authentication Section... 9 Operation List Section... 9 Operation Section... 9 MODEL Attribute SUBMODEL Attribute VERSION Attribute MODELVERSION Attribute Implemented only in RiskCalc v3.1 Models FUNCTION Attribute <ERROR-CODE> Tag <ERROR-EX> Tag Function Outputs <ARGUMENT-LIST> Tag <OUTPUT-LIST> Tag <OUTPUT> Tag <EDFNOTES> Tag Implemented only in RiskCalc v3.1 Models Example Operation Output Appendix A Error Conditions Errors Code Details Appendix B Data Type Definitions Input Format Output Format Appendix C Sample Source Code Revision History RiskCalc External Integration Specification.doc 2 of 18 Last Updated 24-Sep-07

3 Introduction RiskCalc is an Internet-based application that allows customers to perform risk scoring of private companies. RiskCalc consists of a web site with an interactive interface, but it also has an external interface which allows direct integration with other systems. This document focuses on the latter and describes the method by which third parties may integrate directly with RiskCalc. Integration is performed using the RiskCalc External Integration Interface. Applications can connect directly to this interface and perform the functions available at the web site in batch mode. This document describes the general syntax and protocol for using this interface. Separate documents exist, RiskCalc External Model Specifications, specific to each model that containing functions and syntax unique to it. Assumptions This document assumes that the reader is very familiar with XML concepts and usage. This document also assumes that the reader is somewhat familiar with the HTTP protocol. Overview Users of the RiskCalc External Integration Interface need to already be set up as Moody s RiskCalc customers. Authentication information is sent as part of the transaction and all activity is logged for billing purposes. Risk scores and related functions are calculated using one or more mathematical models. Different mathematical models are suited for calculating risk for companies in different geographic regions. Users of the integration interface have the option of choosing which model they would like to use for calculating a risk score. Each of the models has one or more functions available within them. The most obvious operation is calculate expected default frequency, but there are others. Each of these functions has specific inputs and they return specific output data. This information is discussed in the RiskCalc External Model Specification document prepared for each model. Communication with the integration interface is done using an XML stream. The XML stream is sent to the integration interface using the HTTP protocol. The response data is sent back as an XML stream via the HTTP protocol. The XML protocol itself is specified in the next section. XML was chosen as a core technology of the RiskCalc interface due to the extensible way in which it identifies data elements. The model operations and indeed the models themselves are subject to change. When changes occur, the information sent as inputs and outputs from the model may need to change and XML accommodates these changes efficiently. HTTP Protocol The technique for submitting XML to the integration interface is called XML over HTTP. This is a method by which XML information is sent as part of an HTTP transaction. This is efficient since HTTP is a standard protocol and is well understood. Sending XML to the server A typical XML message sent to the server via HTTP will look something like the following: POST /XMLBatch.asp HTTP/1.1 Host: mymachine Content-Length: nnnn RiskCalc External Integration Specification.doc 3 of 18 Last Updated 24-Sep-07

4 <?XML version= 1.0?> <RISKCALC> </RISKCALC> The request is sent via the POST command in HTTP. This message example represents the minimum required HTTP headers required for RiskCalc. As the HTTP headers indicate, this request will be sent to the application XMLBatch.asp. The message's length is specified by the nnnn field. Following this is the body of the request, expressed in XML. When this message has been received and processed by the server, the server will return a response such as the following: HTTP/ OK Server: Microsoft-IIS/5.0 Date: Tue, 19 Sep :49:57 GMT Content-Length: nnnn Content-Type: text/html <?XML version= 1.0?> <RISKCALC-OUT> </RISKCALC-OUT> This is a standard HTTP response to a successful POST request, containing a response code of 200. RiskCalc External Integration Specification.doc 4 of 18 Last Updated 24-Sep-07

5 XML Input Syntax Basic Input Structure All models adhere to the basic structure of the XML syntax used by the Integration Interface for model input shown below. Reference the RiskCalc External Model Specification prepared for each model for possible extensions to this structure. <RISKCALC> <AUTHENTICATION> <USERID> </USERID> <PASSWORD> </PASSWORD> </AUTHENTICATION> <OPERATION-LIST> <OPERATION MODEL= SUBMODEL= FUNCTION= > <ARGUMENT-LIST> <ARGUMENT TYPE= > </ARGUMENT> <ARGUMENT TYPE= > </ARGUMENT> </ARGUMENT-LIST> <OPERATION> </OPERATION-LIST> </RISKCALC> RISKCALC Header All of the data in a batch RiskCalc transaction is enclosed within the <RISKCALC> tag. <RISKCALC> </RISKCALC> Authentication Section The authentication section contains the User ID and Password. <AUTHENTICATION> <USERID>moodys</USERID> <PASSWORD>rosebud</PASSWORD> </AUTHENTICATION> RiskCalc External Integration Specification.doc 5 of 18 Last Updated 24-Sep-07

6 Operation List Section The Operation List section denotes a batch of operations and it contains one or more operations to be run against the model. Each transaction in the batch is enclosed within <OPERATION> tags and the entire list of transactions is enclosed in the <OPERATION-LIST> tags. The body of the <OPERATION> section is described in the next section. <OPERATION-LIST> <OPERATION> The first operation <OPERATION> The second operation And so on </OPERATION-LIST> Operation Section The Operation section contains all the data needed to submit a request to the mathematical model. It designates which model and submodel to be used, the function to call within the model, and it supplies all the input arguments required by the model. <OPERATION MODEL= SUBMODEL= VERSION= FUNCTION= > <ARGUMENT-LIST> <ARGUMENT TYPE= Type1 >Arg1</ARGUMENT> <ARGUMENT TYPE= Type2 >Arg2</ARGUMENT> More arguments </ARGUMENT-LIST> MODEL Attribute The MODEL attribute is set to one of the model identifiers listed in the table at right. This ID defines the model to be used. For a full description of each of the available models, refer to the respective model document. Note that availability of specific models is subject to change over time. ID PRV FIN Description Private Financial (Banking model) SUBMODEL Attribute The SUBMODEL attribute is used to further refine the request. It is generally used to identify the geographic region for which the model has been prepared. Consult the RiskCalc External Model Specification prepared for each model for the definition of the submodel attribute. Note that availability of specific submodels is subject to change over time. VERSION Attribute The VERSION attribute is used to attempt to invoke an older revision of the model. This tag is normally omitted and this causes the most up to date version of the model to be invoked for the given operation RiskCalc External Integration Specification.doc 6 of 18 Last Updated 24-Sep-07

7 FUNCTION Attribute The FUNCTION attribute is set to the specific function to call within the model. For a full description of each of the functions available within a model/submodel, refer to respective models external model specification. Note that availability of specific functions is subject to change over time. Function Arguments <ARGUMENT-LIST> Tag All of the arguments are contained within the <ARGUMENT-LIST> tag. Each argument within the argument list is contained in an <ARGUMENT> tag as described under the section <ARGUMENT> Tag below. Notes: 1. Previous versions of the XML protocol supported an attribute named MULTIPLIER within the <ARGUMENT- LIST> tag. This functionality has been dropped from the XML protocol and should no longer be used. All input values should be rounded to the magnitude that the particular model expects. For detail on what these magnitudes are, please refer to the respective model documentation. Further use of the MULTIPLIER attribute will produce incorrect results. <ARGUMENT> Tag Each individual argument is designated with an <ARGUMENT> tag. The type of the argument is specified in the TYPE= attribute of the <ARGUMENT> tag. Argument types are model-specific and are listed in the respective model document. Notes: 1. All input arguments that are in units of currency will be assumed to be in the default currency the model was designed for unless otherwise defined using Currency attribute. For example for the Australian Public Firm model, the currency is assumed to be in Australian dollars. Consult the model specific External Model Specification document for supported and default currencies. 2. Previous versions of the XML protocol supported an attribute named MULTIPLIER within the <ARGUMENT> tag. This functionality has been dropped from the XML protocol and should no longer be used. All input values should be rounded to the magnitude that the particular model expects. For detail on what these magnitudes are, please refer to the respective model documentation. Further use of the MULTIPLIER attribute will produce incorrect results. RiskCalc External Integration Specification.doc 7 of 18 Last Updated 24-Sep-07

8 Example Operation Input The following is an example of the syntax that would be used to invoke the Risk Calculation function within the Private Firm Risk Model: <OPERATION MODEL= PRV SUBMODEL= NAMR FUNCTION= PDCLC > <ARGUMENT-LIST> <ARGUMENT TYPE= CurrAssets >1500</ARGUMENT> <ARGUMENT TYPE= Inventory >500</ARGUMENT> <ARGUMENT TYPE= CurrLiabilities >750</ARGUMENT> <ARGUMENT TYPE= NetIncome >250</ARGUMENT> <ARGUMENT TYPE= EBIT >100</ARGUMENT> <ARGUMENT TYPE= Sales >150</ARGUMENT> <ARGUMENT TYPE= FiscalYear >1999</ARGUMENT> </ARGUMENT-LIST> XML Output Syntax Basic Output Structure The overall structure of the XML syntax used by the Integration Interface for model output is as follows: <RISKCALC-OUT> <AUTHENTICATION> <USERID> </USERID> </AUTHENTICATION> <OPERATION-LIST> <OPERATION MODEL= SUBMODEL= VERSION= MODELVERSION= FUNCTION= > <ARGUMENT-LIST> <ARGUMENT TYPE= > </ARGUMENT> <ARGUMENT TYPE= > </ARGUMENT> </ARGUMENT-LIST> <ERROR-CODE> </ERROR-CODE> <ERROR-EX> </ERROR-EX> <OUTPUT-LIST> <OUTPUT TYPE= > </OUTPUT> <OUTPUT TYPE= > </OUTPUT> </OUTPUT-LIST> <EDFNOTES> < > </EDFNOTES> <OPERATION> </OPERATION-LIST> </RISKCALC-OUT> Note: grayed text identifies features specific to version 3.1 models. RiskCalc External Integration Specification.doc 8 of 18 Last Updated 24-Sep-07

9 <RISKCALC-OUT> Header All of the data returned from a batch RiskCalc transaction is enclosed within the <RISKCALC-OUT> tag. <RISKCALC-OUT> </RISKCALC-OUT> Authentication Section The authentication section contains the User ID that was used when the batch was submitted. The transactions will have been billed to the account of the user whose ID matches the data returned in the <USERID> tag. <AUTHENTICATION> <USERID>moodys</USERID> </AUTHENTICATION> Operation List Section The Operation List section encloses the output values of a batch of operations. The results from each individual transaction are contained within <OPERATION> tags and all of these are contained within the <OPERATION-LIST> tag. The body of the <OPERATION> section is described in the next section. <OPERATION-LIST> <OPERATION> The results of the first operation <OPERATION> The results of the second operation And so on </OPERATION-LIST> Operation Section The Operation section contains all of the returned data from a specific request to the mathematical model. It indicates which model and submodel were used, the version of the model, the function called within the model, an error code, and all the output values from the operation. Note that if an error code associated with a failure mode is returned in the <ERROR-CODE> tag, there may not be output values. <OPERATION MODEL= ModelName SUBMODEL= SubModelName VERSION= VersionNumber FUNCTION= FunctionName > <ARGUMENT-LIST> <ARGUMENT TYPE= Type1 >Arg1</ARGUMENT> <ARGUMENT TYPE= Type2 >Arg2</ARGUMENT> More inputs </ARGUMENT-LIST> <ERROR-CODE>Error</ERROR-CODE> <OUTPUT-LIST> <OUTPUT TYPE= Type1 >Out1</OUTPUT> <OUTPUT TYPE= Type2 >Out2</OUTPUT> More outputs </OUTPUT-LIST> RiskCalc External Integration Specification.doc 9 of 18 Last Updated 24-Sep-07

10 MODEL Attribute The MODEL Attribute contains the model identifier of the model used in the operation. This will be the same value as that which was requested at input time. Refer to the MODEL attribute section above and the respective model documents for a list of the model ID codes and their meaning. SUBMODEL Attribute The SUBMODEL attribute contains the submodel identifier of the submodel used in the operation. This will be the same value as that which was requested at input time. Refer to the SUBMODEL attribute section above and the respective model documents for a list of the submodel ID codes and their meaning. VERSION Attribute The VERSION attribute indicates the version of the model that was used to perform the given operation. MODELVERSION Attribute Implemented only in RiskCalc v3.1 Models The MODELVERSION attribute provides additional information defining the version of the analytical engine that was used to perform the given operation. This attribute is for informational purpose only. FUNCTION Attribute The FUNCTION attribute contains the function identifier of the function used in the operation. This will be the same value as that which was requested at input time. Refer to the FUNCTION attribute section above and the respective model documents for a list of the function ID codes and their meaning. <ERROR-CODE> Tag The <ERROR-CODE> tag contains a value that indicates the success or failure mode of the given operation according to the following table: Error Code Description v1.x Models V3.1 Models 0 Success 1 XML Input does not conform to the DTD. 2 XML Parsing Error 3 Malformed XML Error 4 Error Building XML Response 5 Feature Failure Error 10 Unknown Error 11 Unspecified Error RiskCalc External Integration Specification.doc 10 of 18 Last Updated 24-Sep-07

11 20 Malformed Operation 21 Account not authorized 30 Requested model unavailable 31 Requested submodel unavailable 32 Requested version unavailable 33 Requested function unavailable 34 Insufficient input arguments 35 Currency unavailable 37 Invalid argument value 40 System components unavailable 51 Site Framework Unavailable 52 Authentication Failed 54 Transaction Failed RiskCalc Error Codes <ERROR-EX> Tag The <ERROR-EX> tag contains extra error information in human-readable form for debugging purposes. The text contained in this tag will give a description of what errors were encountered. This tag will only be present when extra error information is provided by the system. Function Outputs <ARGUMENT-LIST> Tag The entire list of model input values are echoed back out in the <ARGUMENT-LIST> section. No indication is made as to whether the argument was used in the calculation or not. <OUTPUT-LIST> Tag All of the model output values are contained within the <OUTPUT-LIST> tag. Each output value within the output list is contained in an <OUTPUT> tag as described under the section <OUTPUT> Tag below. <OUTPUT> Tag Each individual output value is designated with an <OUTPUT> tag. The type of the output value is specified in the TYPE= attribute of the <OUTPUT> tag. Output types are model-specific and are listed in the respective model document. The <OUTPUT> tag has the attributes listed in the table at right which are output by the model as needed. <EDFNOTES> Tag Implemented only in RiskCalc v3.1 Models This element will contain a collection of tags defining additional information associated to the requested function. Consult the RiskCalc External Model Specification for different tags and values that may be returned for the specific model. RiskCalc External Integration Specification.doc 11 of 18 Last Updated 24-Sep-07

12 Example Operation Output The following is an example of the syntax of the XML file that would be returned when the user invoked the Risk Calculation function within the Private Firm Risk Model: <RISKCALC-OUT> <AUTHENTICATION> <USERID>Moodys</USERID> </AUTHENTICATION> <OPERATION-LIST> <OPERATION MODEL= PRV SUBMODEL= NAMR VERSION= 1.0 FUNCTION= PDCLC > <ARGUMENT-LIST> <ARGUMENT TYPE= Verbose >0</ARGUMENT> <ARGUMENT TYPE= FiscalYear >1999</ARGUMENT> <ERROR-CODE>0</ERROR-CODE> <OUTPUT-LIST> <OUTPUT TYPE= 1YrPD >0.92</OUTPUT> </OUTPUT-LIST> </OPERATION-LIST> </RISKCALC-OUT> RiskCalc External Integration Specification.doc 12 of 18 Last Updated 24-Sep-07

13 Appendix A Error Conditions Error conditions specific to the operation section of the XML document are documented above in the section titled, <ERROR-CODE> Tag. This appendix documents errors that can occur which prevent the batch from being submitted. When errors of this level occur, the returned XML text will look like the following: <RISKCALC-OUT> <ERROR-CODE> </ERROR-CODE> <ERROR-EX> </ERROR-EX> </RISKCALC-OUT> The error code number is contained in the <ERROR-CODE> element and if extra explanation is available, it is contained in the <ERROR-EX> element. Errors Code Details Code 1 Malformed XML This indicates that the XML does not conform to the DTD specifications required for input. Code 2 Parser Error An error has occurred related to the XML parser. This is typically a server error generated if an instance of the MSXML parser could not be instantiated. Code 3 Malformed XML Error An error has occurred related to parsing the user supplied XML document. This is typically caused when an XML document is provided that does not adhere to the rules of well-formed XML documents. Code 4 Error Building XML Response This error is generated if an issue is encountered communicating with the model or constructing different sections of the XML response. Code 5 Feature Failure Error An error associated with a feature has occurred. This is typically caused when a client supplied request is inconsistent in the current context (e.g. Desktop limited modes of operation for v3.1 models) or an error occurs in a supporting feature subsystem (e.g. Industry sector code translations). Code 10 Unknown Error This indicates that an issue occurred preventing the completion of the operation. Code 11 Unspecified Error This indicates that an error related to the server configuration has occurred. Code 20 Malformed Operation This error indicates that an upstream component of the RiskCalc architecture has detected an issue with the request. Code 21 Account not authorized This error indicates that the account does not have a subscription to access the requested service. Code 30 Requested model unavailable An error generated when the requested model cannot be instantiated. This is generally cause by an invalid value defined in the Model attribute. RiskCalc External Integration Specification.doc 13 of 18 Last Updated 24-Sep-07

14 Code 31 Requested submodel unavailable An error generated when the requested submodel cannot be instantiated. This is generally cause by an invalid value defined in the SubModel attribute. Code 32 Requested version unavailable An error generated when the requested version of the model/submodel cannot be instantiated. This is generally cause by an invalid value defined in the Version attribute. Code 33 Requested function unavailable An error generated when the requested function is not supported by the model/submodel. This is generally cause by an invalid value defined in the Function attribute. Code 34 Insufficient arguments An infrastructure error has occurred executing the operation. Code 35 Currency unavailable (Version 3.1 Models) An error associated with the requested currency has occurred. This is typically caused when the specified currency attribute is not supported by the model. Code 37 Invalid argument value (Version 3.1 Models) An error associated with the input requirement has been identified. This is typically caused when the request contains one or more inputs that violate the criteria defined in the models External Model Integration Specification (e.g. using nonnumeric formatting for inputs such as fractional time period). Code 40 System components unavailable An error was generated while attempting to process the request. This is a server error typically caused when a deployment issue has occurred. Code 51 Site Framework Unavailable An infrastructure error has occurred executing the operation. Code 52 Authentication Failed Error generated when the user ID and password cannot be reconciled against the authentication/transaction management system. Code 54 Transaction Failed An infrastructure error has occurred executing the operation. This is a server generated error if access to the authentication/transaction management system cannot be obtained. RiskCalc External Integration Specification.doc 14 of 18 Last Updated 24-Sep-07

15 Appendix B Data Type Definitions Input Format <!ELEMENT RISKCALC ( AUTHENTICATION OPERATION-LIST ) > <!ELEMENT AUTHENTICATION (USERID PASSWORD) > <!ELEMENT USERID ( #PCDATA ) > <!ELEMENT PASSWORD ( #PCDATA ) > <!ELEMENT OPERATION-LIST ( OPERATION+ ) > <!ELEMENT OPERATION ( ARGUMENT-LIST ) > <!ATTLIST OPERATION MODEL #PCDATA #REQUIRED SUBMODEL #PCDATA #REQUIRED VERSION #PCDATA #IMPLIED FUNCTION #PCDATA #REQUIRED > <!ELEMENT ARGUMENT-LIST ( ARGUMENT* ) > <!ATTLIST ARGUMENT-LIST CURRENCY #PCDATA #IMPLIED > <!ELEMENT ARGUMENT ( #PCDATA ) > <!ATTLIST ARGUMENT TYPE #PCDATA #REQUIRED DATECODE #PCDATA #IMPLIED > RiskCalc External Integration Specification.doc 15 of 18 Last Updated 24-Sep-07

16 Output Format <!ELEMENT RISKCALC-OUT ( AUTHENTICATION OPERATION-LIST ) > <!ELEMENT AUTHENTICATION ( USERID ) > <!ELEMENT USERID ( #PCDATA ) > <!ELEMENT OPERATION-LIST ( OPERATION+ ) > <!ELEMENT OPERATION ( ARGUMENT-LIST ERROR-CODE OUTPUT-LIST ) > <!ATTLIST OPERATION MODEL #PCDATA #REQUIRED SUBMODEL #PCDATA #REQUIRED VERSION #PCDATA #IMPLIED FUNCTION #PCDATA #REQUIRED > <!ELEMENT ARGUMENT-LIST ( ARGUMENT* ) > <!ATTLIST ARGUMENT-LIST CURRENCY #PCDATA #IMPLIED > <!ELEMENT ERROR-CODE ( #PCDATA ) > <!ELEMENT OUTPUT-LIST ( ARGUMENT* ) > <!ELEMENT OUTPUT ( #PCDATA ) > <!ATTLIST OUTPUT TYPE #PCDATA #REQUIRED CURRENCY #PCDATA #IMPLIED DATECODE #PCDATA #IMPLIED > RiskCalc External Integration Specification.doc 16 of 18 Last Updated 24-Sep-07

17 Appendix C Sample Source Code The following is a sample Visual Basic subroutine for submitting and receiving XML over HTTP using Microsoft s MSXML objects. Private Sub SendToWebServer(ByVal strphrase As String) On Error GoTo SendToWebServer_Error ' Error Handler Dim objsendxmldom As New MSXML.DOMFreeThreadedDocument ' XML Document we are sending Dim objreceivexmldom As New MSXML.DOMFreeThreadedDocument ' XML Document we get back Dim objxmlhttp As New MSXML.XMLHTTPRequest ' Object to Post the data to ASP Dim objxmlnode As MSXML.IXMLDOMNode ' Help read the response ' Load the document using a string - rather than build it with the DOM (sample shortcut) With objsendxmldom.async = False.loadXML "<RISKCALC> </RISKCALC>" End With ' Send the XML DOM using a POST - note async is OFF With objxmlhttp.open "POST", " False.send objsendxmldom End With ' Receive the Document and Parse the Response With objreceivexmldom.async = False.loadXML objxmlhttp.responsetext End With strstring = objxmlhttp.responsetext This is the query string to be processed by RiskCalc This contains the URN of the RiskCalc Server. Contact Moody s for information about what URN you should be using. Exit Sub SendToWebServer_Error: ' Error Handler MsgBox "An Error Has Occured in SendToWebServer" End Sub The server s response can be accessed from the responsetext attribute of the objxmlhttp object. RiskCalc External Integration Specification.doc 17 of 18 Last Updated 24-Sep-07

18 Revision History 24-Sept-07 Major update to the document to define the decomposition of information into the RiskCalc External Model Specification, eliminate references to the public company interfaces, and include references to v3.1 model structure and error codes. 30-Aug-02 (interim release) Removed MULTIPLIER attribute from <ARGUMENT-LIST> and <ARGUMENT> tags. This attribute is no longer supported. References to the External Model Document have been changed to references to the respective model document due to the fact that model information is now split up into separate documents. 8-Oct-01 Updated the HTTP Protocol section to match what happens in the production system. Pre-release disclaimers removed (finally). Sassy new cover page 9-Mar-01 Changed all EDF references PD. 20-Oct-00 Added error messages pertaining to system availability problems. 19-Sep-00 Updated HTTP Protocol section to more closely match what is expected in the released version. Assorted typographic corrections Updated Appendix B with correct DTDs Added Appendix C with sample VB source code 10-Aug-00 Changed all attribute TYPE values to use mixed upper/lower case. Consolodated the <MODEL>, <SUBMODEL>, <VERSION> and <FUNCTION> tags into attributes of the <OPERATION> tag. Removed CURRENCY attribute from input and output attributes. All models assume local currency for the region the model is valid for Added the concept of Output Vectors to handle situations where multiple data values are returned for a single output type. Removed Best Model, Best Submodel and Default Function concepts pending further definition of these features. Added Appendix A to discuss high-level fatal error conditions. 02-Jul-00 Added the XML over HTTP section. Capitalized all tags (I like this better). Added Input and Output DTDs (but they still need work) 30-May-00 The model-specific portion of this document was removed and made into its own document. All references to that content in this document have been updated, accordingly. 10-Apr-00 Initial Version by Kurt Schweitzer RiskCalc External Integration Specification.doc 18 of 18 Last Updated 24-Sep-07