Newman Information Systems (NIS)

nisanalytics.com
"Analytical Tools for Developing Fixed Income Applications"

NetSpeeds
NetSpeeds is the easiest way to incorporate NIS's proprietary MBS and SBA prepayment speeds into your web site or in-house system. Simply pass a bond sector (ex. FNCL), coupon, and issue year to the NetSpeeds engine and an xml data stream is immediately returned to your web site. 1 Mth, 3 Mth, 6 Mth, 12 Mth, Life speeds, the prior 12 month speeds, and the prior 10 annual speeds in both CPR and PSA are returned for the universe of securities meeting your criteria.

IMPORTANT : A disclaimer must be included on your web site that nisanalytics.com has been used to perform the calclations (ex. Powered by nisanalytics.com).

Below is a sample xml document that is returned from the NetSpeeds engine. The <input> section contains the information that was passed to the NetSpeeds engine. The <output> section contains the NetSpeeds results.

- <root> <rundate>9/10/2007 1:19:55 PM</rundate> - <input> <sector>FNCL</sector> <coupon>6.5</coupon> <issueyear>1998</issueyear> </input> - <output> <asof>Aug07</asof> <pools>7747</pools> <currentbalance>4630337075</currentbalance> <originalbalance>116609222030</originalbalance> <factor>0.03970816</factor> <netcoupon>6.499</netcoupon> <grosscoupon>7.062</grosscoupon> <wala>129</wala> <wam>231</wam> - <cpr> <mth1>13.2</mth1> <mth3>13.8</mth3> <mth6>14.7</mth6> <mth12>14.4</mth12> <life>29.8</life> <aug07>13.2</aug07> <jul07>13.2</jul07> <jun07>15.0</jun07> <may07>15.8</may07> <apr07>16.1</apr07> <mar07>14.9</mar07> <feb07>13.5</feb07> <jan07>13.7</jan07> <dec06>13.6</dec06> <nov06>14.0</nov06> <oct06>15.1</oct06> <sep06>14.9</sep06> <year2007>14.4</year2007> <year2006>16.3</year2006> <year2005>32.5</year2005> <year2004>39.4</year2004> <year2003>66.4</year2003> <year2002>41.5</year2002> <year2001>20.5</year2001> <year2000>7.8</year2000> <year1999>7.6</year1999> <year1998>6.5</year1998> </cpr> - <psa> <mth1>220</mth1> <mth3>230</mth3> <mth6>245</mth6> <mth12>240</mth12> <life>552</life> <aug07>220</aug07> <jul07>220</jul07> <jun07>250</jun07> <may07>263</may07> <apr07>268</apr07> <mar07>248</mar07> <feb07>225</feb07> <jan07>228</jan07> <dec06>227</dec06> <nov06>233</nov06> <oct06>252</oct06> <sep06>248</sep06> <year2007>240</year2007> <year2006>271</year2006> <year2005>614</year2005> <year2004>657</year2004> <year2003>1107</year2003> <year2002>692</year2002> <year2001>342</year2001> <year2000>130</year2000> <year1999>127</year1999> <year1998>124</year1998> </psa> </output> </root>

Use the following code to pass information to the NetSpeeds and to view the entire xmlDocument.

<HTML> <FORM ACTION= "http://netspeeds.nisanalytics.com" METHOD="POST"> <INPUT NAME = "userid"> <INPUT NAME = "sector"> <INPUT NAME = "coupon"> <INPUT NAME = "issueyear"> </FORM> </HTML>

The following code shows you one method that can be used to pass information to the NetSpeeds engine and how to parse the xmlDocument that is returned.

<% 'Concatenate Bond Information and User ID Into String sData = "?UserID=" & <Your UserID> sData = sData & "§or" & <Your sector> sData = sData & "&coupon" & <Your coupon> sData = sData & "&issueyear=" & <Your issueyear> 'Define XML Document and Set Properties set xmlDoc = createObject("MSXML2.DOMDocument") xmlDoc.async = False xmlDoc.setProperty "ServerHTTPRequest", True 'Pass Bond To nisanalytics.com xmlDoc.load("http://netspeeds.nisanalytics.com/" & sData) 'Read XML elements If xmlDoc.parseError.errorcode = 0 Then MyDate = xmlDoc.selectSingleNode("//root/rundate").Text MySector = xmlDoc.selectSingleNode("//root/input/sector").Text MyCPR1Mth = xmlDoc.selectSingleNode("//root/output/cpr/mth1").Text End If Set xmlDoc = Nothing %>

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