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.
To run this test with the Phoronix Test Suite, the basic command is: phoronix-test-suite benchmark financebench.
* Uploading of benchmark result data to OpenBenchmarking.org is always optional (opt-in) via the Phoronix Test Suite for users wishing to share their results publicly. ** Data based on those opting to upload their test results to OpenBenchmarking.org and users enabling the opt-in anonymous statistics reporting while running benchmarks from an Internet-connected platform. *** Test profile page view reporting began March 2021. Data updated weekly as of 14 August 2024.
Revision History
pts/financebench-1.1.1 [View Source] Thu, 21 Jan 2021 08:09:17 GMT Drop Monte Carlo OpenMP as numbers seem to be too flakey.
pts/financebench-1.1.0 [View Source] Wed, 20 Jan 2021 11:43:13 GMT Update test profile, include CPU OpenMP tests too.
pts/financebench-1.0.0 [View Source] Mon, 06 Jun 2016 18:09:53 GMT Initial commit of FinanceBench as some more OpenCL coverage
OpenBenchmarking.org metrics for this test profile configuration based on 868 public results since 20 January 2021 with the latest data as of 19 July 2024.
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.
Based on OpenBenchmarking.org data, the selected test / test configuration (FinanceBench 2016-07-25 - Benchmark: Bonds OpenMP) has an average run-time of 6 minutes. By default this test profile is set to run at least 3 times but may increase if the standard deviation exceeds pre-defined defaults or other calculations deem additional runs necessary for greater statistical accuracy of the result.
Based on public OpenBenchmarking.org results, the selected test / test configuration has an average standard deviation of 0.3%.
Does It Scale Well With Increasing Cores?
No, based on the automated analysis of the collected public benchmark data, this test / test settings does not generally scale well with increasing CPU core counts. Data based on publicly available results for this test / test settings, separated by vendor, result divided by the reference CPU clock speed, grouped by matching physical CPU core count, and normalized against the smallest core count tested from each vendor for each CPU having a sufficient number of test samples and statistically significant data.
Tested CPU Architectures
This benchmark has been successfully tested on the below mentioned architectures. The CPU architectures listed is where successful OpenBenchmarking.org result uploads occurred, namely for helping to determine if a given test is compatible with various alternative CPU architectures.
CPU Architecture
Kernel Identifier
Verified On
Intel / AMD x86 64-bit
x86_64
(Many Processors)
Loongson LoongArch 64-bit
loongarch64
Loongson-3A5000LL
ARMv8 64-bit
aarch64
Ampere Altra ARMv8 Neoverse-N1 160-Core, Ampere eMAG ARMv8 32-Core