WAM --The Weighted Average Method for Predicting the Performance of Systems with Burs Post: 302203736

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06-09-2008

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WAM --The Weighted Average Method for Predicting the Performance of Systems with Burs

HPL-2008-66 WAM --The Weighted Average Method for Predicting the Performance of Systems with Bursts of Customer Sessions - Krishnamurthy, Diwakar; Rolia, Jerry; Xu, Min
Keyword(s): Heavy-tailed distributions, Monte Carlo simulation, Distributed applications, Operational analysis, Queuing network models, Session-based systems
Abstract: Predictive performance models are important tools that support system sizing, capacity planning, and systems management exercises. We introduce the Weighted Average Method (WAM) to improve the accuracy of analytic predictive performance models for systems with bursts of concurrent customers. WAM con ...
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marketmodels

MarketModels(1) 					      General Commands Manual						   MarketModels(1)

NAME

       MarketModels - Example of Monte Carlo pricing with market models

SYNOPSIS

       MarketModels

DESCRIPTION

       MarketModels is an example of using QuantLib.

       It prices a series of inverse floaters under market models using simulation.

SEE ALSO

       The source code MarketModels.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), Equity-
       Option(1),  FittedBondCurve(1),	FRA(1),  Replication(1),  Repo(1),  SwapValuation(1),  the   QuantLib	documentation	and   website	at
       http://quantlib.org.

AUTHORS

       The QuantLib Group (see Authors.txt).

       This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.

QuantLib							  13 January 2010						   MarketModels(1)