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NSClient++ is a monitoring agent/daemon for Windows systems that works with Nagios. It is a replacement for NSClient and NRPE_NT.
NSClient++ can be extended in two ways: you can either write your own plug-in or you can execute an external script (as of now batch/exe/*). Writing your own plug-in is, of course, the most powerful way but requires knowledge of C++ or other languages which can produce DLLs and interface with regular C programs (generally, every other language available, but there is some simple API helpers for C/C++ as well as descriptions).