Section 3: library functions
Smokeping::probes::CiscoRTTMonDNS.pm – Probe for SmokePing Synopsis *** Probes *** +CiscoRTTMonDNS forks = 5 offset = 50% step = 300 timeout = 15 # The following variables can be overridden in each target section ioshost = RTTcommunity [at] Myrouter.foobar.com.au # mandatory iosint = 10.33.22.11 name = www.foobar.com.au # mandatory pings = 5 timeout = 15 #…
Smokeping::probes::AnotherSSH – Another SSH probe Synopsis *** Probes *** +AnotherSSH forks = 5 offset = 50% step = 300 # The following variables can be overridden in each target section greeting = SSH-Latency-Measurement-Sorry-for-this-logmessage interval = established mininterval = 0.5 pings = 5 port = 22 timeout = 5 # […] *** Targets *** probe =…
Smokeping::probes::AnotherDNS – Alternate DNS Probe Synopsis *** Probes *** +AnotherDNS forks = 5 offset = 50% step = 300 # The following variables can be overridden in each target section ipversion = 4 lookup = www.example.org mininterval = 0.5 pings = 5 port = 53 protocol = udp recordtype = A require_answers = 0 require_noerror…
Smokeping::matchers::base – Base Class for implementing SmokePing Matchers Overview This is the base class for writing SmokePing matchers. Every matcher must inherit from the base class and provide it’s own methods for the ‘business’ logic. Note that the actual matchers must have at least one capital letter in their name, to differentiate them from the…
Smokeping::matchers::Medratio – detect changes in the latency median Overview The Medratio matcher establishes a historic median latency over several measurement rounds. It compares this median, against a second median latency value again build over several rounds of measurement. By looking at the median value this matcher is largly imune against spikes and will only react…
Smokeping::matchers::Median – Find persistant changes in latency Overview The idea behind this matcher is to find sustained changes in latency. The median matcher takes a number of past median latencies. It splits the latencies into two groups (old and new) and again finds the median for each groups. If the difference between the two medians…
Smokeping::matchers::ExpLoss – exponential weighting matcher for packet loss with RMON-like thresholds Description Match against exponential weighted average of last samples, thus new values are more valuable as old ones. Two thresholds – rising and falling – produce hysteresis loop like in RMON alert subsystem. If the average reaches the “rising” threshold, matcher go to the…
Smokeping::matchers::CheckLoss – Edge triggered alert to check loss is under a value for x number of samples Description Call the matcher with the following sequence: type = matcher edgetrigger = yes pattern = CheckLoss(l=>loss to check against,x=>num samples required for a match) This will create a matcher which checks for “l” loss or greater over…
Smokeping::matchers::CheckLatency – Edge triggered alert to check latency is under a value for x number of samples Description Call the matcher with the following sequence: type = matcher edgetrigger = yes pattern = CheckLatency(l=>latency to check against,x=>num samples required for a match) This will create a matcher which checks for “l” latency or greater over…
Smokeping::matchers::Avgratio – detect changes in average median latency Overview The Avgratio matcher establishes a historic average median latency over several measurement rounds. It compares this average, against a second average latency value again build over several rounds of measurement. Description Call the matcher with the following sequence: type = matcher pattern = Avgratio(historic=>a,current=>b,comparator=>o,percentage=>p) historic The…
ql/termstructures/volatility/smilesection.hpp – Smile section base class. Synopsis #include <ql/patterns/observable.hpp> #include <ql/time/date.hpp> #include <ql/time/daycounters/actual365fixed.hpp> #include <ql/utilities/null.hpp> #include <vector> Classes class SmileSection interest rate volatility smile section Detailed Description Smile section base class. Author Generated automatically by Doxygen for QuantLib from the source code.
Small_Page – Brief Introduction to Small This section describes the basics of Small, as compiled and interpreted with Embryo. For the full documentation, of which this is a summary, see This summary assumes that you are familar with C. For a full list of differences between C and Small, again, see the full documentation. Variables…
QuantLib::Slovakia – Slovak calendars. Synopsis #include <ql/time/calendars/slovakia.hpp> Inherits QuantLib::Calendar. Public Types enum Market { BSSE } Public Member Functions Slovakia (Market m=BSSE) Detailed Description Slovak calendars. Holidays for the Bratislava stock exchange (data from <http://www.bsse.sk/>): * Saturdays * Sundays * New Year’s Day, January 1st * Epiphany, January 6th * Good Friday * Easter Monday…
QuantLib::Basket – Synopsis #include <ql/experimental/credit/basket.hpp> Public Member Functions Basket (const std::vector< std::string > &names, const std::vector< Real > ¬ionals, const boost::shared_ptr< Pool > pool, Real attachmentRatio=0.0, Real detachmentRatio=1.0) Size size () const const std::vector< std::string > & names () const const std::vector< Real > & notionals () const Real notional () boost::shared_ptr< Pool > pool…
QuantLib::Settings – global repository for run-time library settings Synopsis #include <ql/settings.hpp> Inherits Singleton< Settings >. Public Member Functions DateProxy & evaluationDate () the date at which pricing is to be performed. const DateProxy & evaluationDate () const bool & enforcesTodaysHistoricFixings () bool enforcesTodaysHistoricFixings () const Friends class Singleton< Settings > std::ostream & operator<< (std::ostream &,…
QuantLib::IndexManager – global repository for past index fixings Synopsis #include <ql/indexes/indexmanager.hpp> Inherits Singleton< IndexManager >. Public Member Functions bool hasHistory (const std::string &name) const returns whether historical fixings were stored for the index const TimeSeries< Real > & getHistory (const std::string &name) const returns the (possibly empty) history of the index fixings void setHistory (const…
QuantLib::ExchangeRateManager – exchange-rate repository Synopsis #include <ql/currencies/exchangeratemanager.hpp> Inherits Singleton< ExchangeRateManager >. Public Member Functions void add (const ExchangeRate &, const Date &startDate=Date::minDate(), const Date &endDate=Date::maxDate()) Add an exchange rate. ExchangeRate lookup (const Currency &source, const Currency &target, Date date=Date(), ExchangeRate::Type type=ExchangeRate::Derived) const void clear () remove the added exchange rates Friends class Singleton< ExchangeRateManager >…
QuantLib::SingleAssetOption – Black-Scholes-Merton option. Synopsis #include <ql/legacy/pricers/singleassetoption.hpp> Inherited by DiscreteGeometricASO. Public Member Functions SingleAssetOption (Option::Type type, Real underlying, Real strike, Spread dividendYield, Rate riskFreeRate, Time residualTime, Volatility volatility) virtual void setVolatility (Volatility newVolatility) virtual void setRiskFreeRate (Rate newRate) virtual void setDividendYield (Rate newDividendYield) virtual Real value () const =0 virtual Real delta () const =0…
QuantLib::Singapore – Singapore calendars Synopsis #include <ql/time/calendars/singapore.hpp> Inherits QuantLib::Calendar. Public Types enum Market { SGX } Public Member Functions Singapore (Market m=SGX) Detailed Description Singapore calendars Holidays for the Singapore exchange (data from <http://www.ses.com.sg>): * Saturdays * Sundays * New Year’s day, January 1st * Good Friday * Labour Day, May 1st * National Day,…
QuantLib::SimpsonIntegral – Integral of a one-dimensional function. Synopsis #include <ql/math/integrals/simpsonintegral.hpp> Inherits TrapezoidIntegral< Default >. Public Member Functions SimpsonIntegral (Real accuracy, Size maxIterations) Protected Member Functions Real integrate (const boost::function< Real(Real)> &f, Real a, Real b) const Detailed Description Integral of a one-dimensional function. Tests the correctness of the result is tested by checking it against…