FinanceBench is a collection of financial program benchmarks with support for benchmarking on the GPU via OpenCL and CPU benchmarking with OpenMP. The FinanceBench test cases are focused on Black-Sholes-Merton Process with Analytic European Option engine, QMC (Sobol) Monte-Carlo method (Equity Option Example), Bonds Fixed-rate bond with flat forward curve, and Repo Securities repurchase agreement. FinanceBench was originally written by the Cavazos Lab at University of Delaware.
Below is an overview of the generalized performance for components where there is sufficient statistically significant data based upon user-uploaded results. It is important to keep in mind particularly in the Linux/open-source space there can be vastly different OS configurations, with this overview intended to offer just general guidance as to the performance expectations.
Component
Details
Percentile Rank
# Compatible Public Results
ms (Average)
Raptor Lake [24 Cores / 32 Threads]
100th
16
30855 +/- 242
Zen 4 [8 Cores / 16 Threads]
97th
9
31891 +/- 53
Zen 4 [16 Cores / 32 Threads]
96th
9
31980 +/- 608
Raptor Lake [24 Cores / 32 Threads]
96th
6
32485 +/- 625
Zen 4 [12 Cores / 24 Threads]
95th
7
32770 +/- 76
Alder Lake [16 Cores / 24 Threads]
94th
12
33097 +/- 1341
Zen 4 [16 Cores / 32 Threads]
94th
6
33185 +/- 192
Zen 4 [12 Cores / 24 Threads]
93rd
4
33545 +/- 8
Zen 4 [16 Cores / 32 Threads]
93rd
6
33958 +/- 74
Zen 4 [12 Cores / 24 Threads]
91st
6
34749 +/- 162
Zen 4 [6 Cores / 12 Threads]
83rd
6
40510 +/- 194
Zen 3 [12 Cores / 24 Threads]
83rd
31
40578 +/- 369
Zen 3 [16 Cores / 32 Threads]
82nd
48
40783 +/- 3220
Rocket Lake [8 Cores / 16 Threads]
82nd
18
40832 +/- 1415
Zen 3 [8 Cores / 16 Threads]
80th
22
41132 +/- 2609
Zen 3 [8 Cores / 16 Threads]
78th
15
41672 +/- 287
Comet Lake [10 Cores / 20 Threads]
75th
12
43934 +/- 591
Raptor Lake [14 Cores / 20 Threads]
73rd
8
46643 +/- 2123
Zen 4 [4 Cores / 8 Threads]
72nd
4
47025 +/- 201
Zen 2 [32 Cores / 64 Threads]
72nd
5
47100 +/- 69
Zen 2 [64 Cores / 128 Threads]
70th
8
48774 +/- 500
Zen 2 [12 Cores / 24 Threads]
69th
4
48927 +/- 109
Alder Lake [10 Cores / 16 Threads]
67th
11
51155 +/- 7490
Cascade Lake [20 Cores / 20 Threads]
63rd
3
52528 +/- 517
Rocket Lake [6 Cores / 12 Threads]
63rd
5
53680 +/- 1519
Cascade Lake [18 Cores / 36 Threads]
61st
5
55718 +/- 104
Raptor Lake [10 Cores / 16 Threads]
61st
4
55937 +/- 597
Zen 3 [8 Cores / 16 Threads]
60th
6
56805 +/- 234
Zen+ [32 Cores / 64 Threads]
59th
4
57608 +/- 1174
Zen 3 [8 Cores / 16 Threads]
57th
5
60063 +/- 6313
Zen 2 [6 Cores / 12 Threads]
55th
4
64941 +/- 742
Zen 3 [16 Cores / 32 Threads]
54th
4
67370 +/- 441
Zen 3 [32 Cores / 64 Threads]
54th
7
68414 +/- 1118
Zen 2 [24 Cores / 48 Threads]
53rd
3
68788 +/- 65
Zen 3 [24 Cores / 48 Threads]
52nd
4
69774 +/- 161
Zen 3 [32 Cores / 64 Threads]
51st
4
69937 +/- 124
Kaby/Coffee/Whiskey Lake [8 Cores / 16 Threads]
50th
4
70943 +/- 317
Zen [8 Cores / 16 Threads]
49th
6
71314 +/- 151
Zen 3 [64 Cores / 128 Threads]
49th
6
72643 +/- 8736
Kaby/Coffee/Whiskey Lake [8 Cores / 16 Threads]
48th
3
73862 +/- 367
Zen 2 [16 Cores / 32 Threads]
45th
7
76154 +/- 923
Kaby/Coffee/Whiskey Lake [8 Cores / 16 Threads]
44th
3
77199 +/- 87
Zen 3 [64 Cores / 128 Threads]
43rd
4
77915 +/- 388
Zen 3 [128 Cores / 256 Threads]
41st
6
78723 +/- 692
Zen 2 [32 Cores / 64 Threads]
40th
3
79310 +/- 686
Zen 3 [128 Cores / 256 Threads]
39th
10
80490 +/- 1141
Zen 2 [6 Cores / 6 Threads]
38th
11
80791 +/- 3181
Cascade Lake [48 Cores / 96 Threads]
38th
4
81295 +/- 213
Alder Lake [14 Cores / 20 Threads]
37th
3
81520 +/- 4163
Zen 2 [32 Cores / 64 Threads]
34th
4
87143 +/- 392
Zen 2 [64 Cores / 128 Threads]
33rd
5
87805 +/- 432
Zen 2 [32 Cores / 64 Threads]
31st
5
88718 +/- 516
Zen 2 [24 Cores / 48 Threads]
31st
5
88848 +/- 477
Cascade Lake [28 Cores / 56 Threads]
31st
3
89643 +/- 465
Zen 2 [128 Cores / 256 Threads]
30th
10
89852 +/- 392
Broadwell [12 Cores / 12 Threads]
29th
3
89989 +/- 453
Zen 2 [16 Cores / 32 Threads]
29th
5
90061 +/- 443
Zen 2 [32 Cores / 64 Threads]
28th
5
90302 +/- 323
Cascade Lake [28 Cores / 56 Threads]
27th
3
90404
Zen 2 [48 Cores / 96 Threads]
26th
5
90619 +/- 690
Zen 2 [48 Cores / 96 Threads]
26th
4
90864 +/- 909
Zen 2 [64 Cores / 128 Threads]
26th
5
90891 +/- 488
Rocket Lake [8 Cores / 16 Threads]
26th
7
91475 +/- 768
Zen 2 [12 Cores / 24 Threads]
24th
5
92517 +/- 289
Zen 2 [8 Cores / 16 Threads]
24th
5
92519 +/- 207
Cascade Lake [48 Cores / 96 Threads]
22nd
7
93091 +/- 533
Zen 2 [16 Cores / 32 Threads]
22nd
5
93233 +/- 751
Cascade Lake [16 Cores / 32 Threads]
22nd
3
93356 +/- 811
Cascade Lake [18 Cores / 36 Threads]
21st
3
94949 +/- 601
Zen 2 [8 Cores / 16 Threads]
20th
5
99023 +/- 571
Kaby/Coffee/Whiskey Lake [6 Cores / 12 Threads]
19th
3
100567 +/- 336
Zen 2 [8 Cores / 16 Threads]
19th
3
102799
[12 Cores / 24 Threads]
19th
3
102849
Haswell [16 Cores / 16 Threads]
17th
3
105955 +/- 232
Kaby/Coffee/Whiskey Lake [8 Cores / 8 Threads]
16th
3
107107 +/- 120
Kaby/Coffee/Whiskey Lake [8 Cores / 16 Threads]
16th
4
107336
Tiger Lake [4 Cores / 8 Threads]
15th
8
110141 +/- 856
Zen+ [8 Cores / 16 Threads]
14th
3
113139 +/- 185
Zen+ [24 Cores / 48 Threads]
13th
3
115184 +/- 8132
Haswell [20 Cores / 20 Threads]
13th
3
115478 +/- 1318
Kaby/Coffee/Whiskey Lake [6 Cores / 6 Threads]
13th
3
116389 +/- 1744
Zen+ [16 Cores / 32 Threads]
12th
3
118053 +/- 791
Kaby/Coffee/Whiskey Lake [4 Cores / 8 Threads]
12th
3
120834 +/- 222
Zen [32 Cores / 64 Threads]
11th
3
122465 +/- 969
Kaby/Coffee/Whiskey Lake [6 Cores / 12 Threads]
11th
4
123495 +/- 18281
Kaby/Coffee/Whiskey Lake [2 Cores / 8 Threads]
10th
6
124115 +/- 5945
Zen [64 Cores / 128 Threads]
10th
9
127754 +/- 3494
Skylake [8 Cores / 8 Threads]
7th
3
134466 +/- 478
Skylake [8 Cores / 8 Threads]
7th
3
135207 +/- 326
Ice Lake [4 Cores / 8 Threads]
6th
8
136903 +/- 3604
Haswell [8 Cores / 8 Threads]
6th
3
142787 +/- 7634
Zen [4 Cores / 8 Threads]
5th
3
147231 +/- 322
Cascade Lake [16 Cores / 32 Threads]
4th
6
152263 +/- 679
Zen [32 Cores / 64 Threads]
4th
3
162098 +/- 205
Alder Lake [2 Cores / 2 Threads]
3rd
4
182698 +/- 35
Broadwell [8 Cores / 8 Threads]
3rd
3
192259 +/- 313
Broadwell [8 Cores / 8 Threads]
2nd
3
203957 +/- 2284
Haswell [4 Cores / 4 Threads]
1st
3
288715 +/- 20698
