QuantLib

QuantLib is an open-source library/framework around quantitative finance for modeling, trading and risk management scenarios. QuantLib is written in C++ with Boost and its built-in benchmark used reports the QuantLib Benchmark Index benchmark score.

To run this test with the Phoronix Test Suite, the basic command is: phoronix-test-suite benchmark quantlib.

Project Site

quantlib.org

Test Created

20 January 2021

Test Maintainer

Michael Larabel 

Test Type

Processor

Average Install Time

5 Minutes, 24 Seconds

Average Run Time

2 Minutes, 23 Seconds

Test Dependencies

C/C++ Compiler Toolchain + C++ Boost + CMake

Supported Platforms


Public Result Uploads *Reported Installs **Reported Test Completions **Test Profile Page Views ***OpenBenchmarking.orgEventsQuantLib Popularity Statisticspts/quantlib2021.012021.022021.032021.042021.052021.062021.072021.082021.092021.102021.112021.122022.012022.022022.032022.042022.052022.062022.072022.082022.092022.102022.117001400210028003500
* 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 current as of 30 November 2022.

Revision History

pts/quantlib-1.0.0   [View Source]   Wed, 20 Jan 2021 09:43:09 GMT
Initial commit of QuantLib benchmark

Suites Using This Test

Finance


Performance Metrics

Analyze Test Configuration:

QuantLib 1.21

OpenBenchmarking.org metrics for this test profile configuration based on 1,290 public results since 20 January 2021 with the latest data as of 19 November 2022.

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
Percentile Rank
# Compatible Public Results
MFLOPS (Average)
100th
16
5129 +/- 308
99th
14
4634 +/- 111
98th
13
4507 +/- 135
98th
9
4451 +/- 246
97th
20
4422 +/- 77
95th
5
4358 +/- 134
95th
7
4356 +/- 223
95th
8
4330 +/- 127
94th
3
4017 +/- 3
90th
4
3543 +/- 16
90th
24
3522 +/- 284
87th
49
3429 +/- 286
85th
9
3340 +/- 203
84th
36
3324 +/- 199
84th
4
3286 +/- 119
83rd
40
3217 +/- 249
82nd
12
3205 +/- 166
81st
22
3192 +/- 369
79th
20
3140 +/- 296
Mid-Tier
75th
< 3105
75th
15
3104 +/- 163
75th
10
3097 +/- 31
74th
7
3087 +/- 3
74th
8
3082 +/- 8
72nd
8
3036 +/- 8
72nd
8
3034 +/- 115
69th
9
3000 +/- 121
69th
5
2981 +/- 9
68th
3
2970 +/- 238
66th
4
2905 +/- 201
66th
4
2894 +/- 12
65th
3
2873 +/- 3
65th
3
2872 +/- 3
64th
24
2819 +/- 210
64th
18
2806 +/- 187
63rd
6
2798 +/- 90
62nd
7
2751 +/- 53
61st
3
2749 +/- 14
61st
8
2741 +/- 221
61st
7
2723 +/- 202
60th
7
2713 +/- 210
60th
5
2710 +/- 227
60th
3
2696 +/- 7
60th
4
2695 +/- 221
59th
3
2690 +/- 201
58th
3
2674 +/- 238
57th
12
2657 +/- 226
56th
4
2641 +/- 212
54th
12
2620 +/- 214
54th
5
2614 +/- 39
53rd
4
2604 +/- 225
52nd
14
2594 +/- 122
Median
50th
2581
50th
4
2580 +/- 12
50th
3
2576 +/- 13
49th
4
2570 +/- 29
48th
13
2559 +/- 247
48th
8
2555 +/- 302
48th
8
2552 +/- 255
48th
8
2548 +/- 306
46th
3
2529 +/- 225
46th
3
2524 +/- 227
46th
4
2522 +/- 228
46th
17
2510 +/- 194
46th
3
2509 +/- 22
45th
9
2506 +/- 178
45th
4
2495 +/- 202
45th
5
2493 +/- 215
45th
5
2485 +/- 71
44th
3
2475 +/- 222
44th
3
2460 +/- 212
44th
6
2459 +/- 164
44th
6
2426 +/- 160
44th
8
2426 +/- 164
43rd
11
2417 +/- 153
42nd
19
2394 +/- 211
42nd
3
2387 +/- 17
42nd
3
2382 +/- 17
40th
3
2362 +/- 219
39th
5
2329 +/- 8
38th
3
2323 +/- 15
36th
5
2304 +/- 173
34th
6
2293 +/- 26
34th
14
2292 +/- 9
34th
6
2291 +/- 5
33rd
3
2284 +/- 8
32nd
4
2272 +/- 12
32nd
3
2269 +/- 145
27th
3
2227 +/- 14
27th
3
2224 +/- 14
26th
3
2218 +/- 10
26th
5
2217 +/- 6
26th
3
2213 +/- 8
26th
5
2211 +/- 56
Low-Tier
25th
< 2209
25th
3
2204 +/- 13
25th
3
2204 +/- 5
23rd
6
2182 +/- 3
23rd
14
2177 +/- 128
22nd
4
2171 +/- 8
22nd
10
2171 +/- 23
21st
3
2154 +/- 4
21st
3
2136 +/- 7
21st
3
2134 +/- 14
21st
14
2133 +/- 79
20th
19
2119 +/- 127
19th
3
2109 +/- 16
19th
5
2106 +/- 19
19th
4
2094 +/- 7
18th
3
2059 +/- 17
17th
4
2041 +/- 10
17th
3
2034 +/- 4
16th
4
2018 +/- 4
14th
8
1992 +/- 128
14th
5
1987 +/- 5
14th
5
1984 +/- 15
13th
8
1967 +/- 12
13th
5
1961 +/- 12
12th
5
1955 +/- 5
12th
5
1952 +/- 14
12th
4
1949 +/- 9
11th
5
1927 +/- 11
10th
3
1897 +/- 15
10th
5
1897 +/- 8
10th
5
1896 +/- 8
10th
5
1893 +/- 14
9th
3
1879 +/- 13
9th
4
1838 +/- 131
9th
3
1836 +/- 7
8th
3
1806 +/- 3
7th
3
1784 +/- 2
7th
8
1773 +/- 40
6th
3
1765 +/- 56
5th
3
1707 +/- 13
5th
4
1578 +/- 3
5th
3
1569 +/- 2
4th
3
1561 +/- 7
4th
7
1541 +/- 27
3rd
3
1434 +/- 5
3rd
4
1392 +/- 2
3rd
3
1361 +/- 28
2nd
3
1046 +/- 20
OpenBenchmarking.orgDistribution Of Public Results1290 Results Range From 1028 To 5529 MFLOPS102811191210130113921483157416651756184719382029212022112302239324842575266627572848293930303121321233033394348535763667375838493940403141224213430443954486457746684759485049415032512352145305539654875578306090120150

Based on OpenBenchmarking.org data, the selected test / test configuration (QuantLib 1.21) has an average run-time of 2 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.

OpenBenchmarking.orgMinutesTime Required To Complete BenchmarkRun-Time3691215Min: 1 / Avg: 2.01 / Max: 7

Based on public OpenBenchmarking.org results, the selected test / test configuration has an average standard deviation of 0.7%.

OpenBenchmarking.orgPercent, Fewer Is BetterAverage Deviation Between RunsDeviation246810Min: 0 / Avg: 0.72 / Max: 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.

IntelAMDOpenBenchmarking.orgRelative Core Scaling To BaseQuantLib CPU Core Scaling2468121618243248641280.68131.36262.04392.72523.4065

Notable Instruction Set Usage

Notable instruction set extensions supported by this test, based on an automatic analysis by the Phoronix Test Suite / OpenBenchmarking.org analytics engine.

Instruction Set
Support
Instructions Detected
Used by default on supported hardware.
Found on Intel processors since Sandy Bridge (2011).
Found on AMD processors since Bulldozer (2011).

 
VZEROUPPER VBROADCASTSD VPERMILPD VINSERTF128 VPERM2F128
Used by default on supported hardware.
Found on Intel processors since Haswell (2013).
Found on AMD processors since Excavator (2016).

 
VPBROADCASTQ VINSERTI128 VEXTRACTI128 VPERMPD VPBROADCASTD VGATHERQPD VPGATHERQQ VPERMQ
FMA (FMA)
Used by default on supported hardware.
Found on Intel processors since Haswell (2013).
Found on AMD processors since Bulldozer (2011).

 
VFMADD132SD VFMADD213SD VFMSUB132SD VFMADD231SD VFNMADD132SD VFMADD213PD VFMADD132PD VFMADD231PD VFMSUB231SD VFNMSUB132SD VFMSUB213SD VFNMADD231SD VFNMADD213SD VFNMSUB231SD VFNMADD132PD VFMSUB231PD VFMSUB132PD VFNMSUB213SD VFNMADD213PD VFNMADD231PD
Last automated analysis: 18 January 2022

This test profile binary relies on the shared libraries libQuantLib.so, libm.so.6, libc.so.6.

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)
ARMv8 64-bit
aarch64
ARMv8 Neoverse-N1, ARMv8 Neoverse-N1 32-Core, ARMv8 Neoverse-V1, Ampere ARMv8 Neoverse-N1 128-Core, Ampere ARMv8 Neoverse-N1 160-Core, Ampere ARMv8 Neoverse-N1 256-Core, Ampere Altra ARMv8 Neoverse-N1 160-Core

Recent Test Results

OpenBenchmarking.org Results Compare

24 Systems - 193 Benchmark Results

Intel Xeon Platinum 8362 - Intel M50CYP2SB2U - Intel Ice Lake IEH

Ubuntu 22.10 - 6.0.0-060000rc3daily20220904-generic - GNOME Shell

5 Systems - 215 Benchmark Results

Intel Core i9-13900K - ASUS PRIME Z790-P WIFI - Intel Device 7a27

CentOS Stream 9 - 5.14.0-183.el9.x86_64 - GNOME Shell 40.10

1 System - 4 Benchmark Results

AMD Ryzen 5 3600 6-Core - ASUS TUF GAMING X570-PLUS - AMD Starship

Artix rolling - 6.0.6-zen1-1-zen - X Server 1.21.1.4

4 Systems - 215 Benchmark Results

Intel Core i9-13900K - ASUS PRIME Z790-P WIFI - Intel Device 7a27

Fedora Linux 37 - 6.0.7-301.fc37.x86_64 - GNOME Shell 43.0

20 Systems - 199 Benchmark Results

2 x AMD EPYC 9554 64-Core - AMD Titanite_4G - AMD Device 14a4

Ubuntu 22.10 - 6.0.0-060000rc3daily20220904-generic - GNOME Shell

3 Systems - 215 Benchmark Results

2 Systems - 384 Benchmark Results

Intel Core i9-13900K - ASUS PRIME Z790-P WIFI - Intel Device 7a27

Clear Linux OS 37600 - 6.0.7-1207.native - GNOME Shell 43.0

1 System - 384 Benchmark Results

Intel Core i9-13900K - ASUS PRIME Z790-P WIFI - Intel Device 7a27

Ubuntu 22.10 - 5.19.0-23-generic - GNOME Shell 43.0

1 System - 380 Benchmark Results

Intel Core i9-13900K - ASUS PRIME Z790-P WIFI - Intel Device 7a27

Ubuntu 22.10 - 5.19.0-23-generic - GNOME Shell 43.0

1 System - 351 Benchmark Results

Intel Core i5-13600K - ASUS PRIME Z790-P WIFI - Intel Device 7a27

Ubuntu 22.10 - 5.19.0-23-generic - GNOME Shell 43.0

1 System - 351 Benchmark Results

1 System - 353 Benchmark Results

25 Systems - 21 Benchmark Results

AMD Ryzen 7 PRO 5850U - LENOVO 20X7003WFR - AMD Renoir

Gentoo 2.8 - 5.17.5-gentoo-clang - KDE Plasma 5.24.5

24 Systems - 21 Benchmark Results

AMD Ryzen 7 PRO 5850U - LENOVO 20X7003WFR - AMD Renoir

Gentoo 2.8 - 5.17.5-gentoo-clang - KDE Plasma 5.24.5

Most Popular Test Results

OpenBenchmarking.org Results Compare

4 Systems - 34 Benchmark Results

Intel Xeon E3-1235L v5 - ASRockRack C236M WS - Intel Xeon E3-1200 v5

Ubuntu 20.04 - 5.8.0-050800-generic - GNOME Shell 3.36.4

8 Systems - 439 Benchmark Results

AMD Ryzen 9 5900X 12-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship

Ubuntu 21.04 - 5.12.0-051200rc3daily20210315-generic - GNOME Shell 3.38.3

2 Systems - 151 Benchmark Results

Intel Xeon E-2278GEL - Logic Supply RXM-181 - Intel Cannon Lake PCH

Ubuntu 20.10 - 5.8.0-41-generic - GNOME Shell 3.38.2

3 Systems - 67 Benchmark Results

AMD Ryzen 9 5900X 12-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship

Ubuntu 20.04 - 5.12.0-051200rc7daily20210418-generic - GNOME Shell 3.36.7

26 Systems - 438 Benchmark Results

AMD Ryzen Threadripper PRO 3975WX 32-Cores - ASUS Pro WS WRX80E-SAGE SE WIFI - AMD Starship

Fedora 33 - 5.11.10-200.fc33.x86_64 - GNOME Shell 3.38.4

3 Systems - 101 Benchmark Results

Intel Core i9-10980XE - ASRock X299 Steel Legend - Intel Sky Lake-E DMI3 Registers

Clear Linux OS 34530 - 5.10.31-1033.native - GNOME Shell 3.38.4

3 Systems - 66 Benchmark Results

AMD Ryzen 7 5800X 8-Core - ASRock X570 Pro4 - AMD Starship

Ubuntu 20.10 - 5.11.0-051100rc3daily20210116-generic - GNOME Shell 3.38.1

3 Systems - 85 Benchmark Results

Intel Core i9-9900K - ASRock Z390M Pro4 - Intel Cannon Lake PCH

Ubuntu 20.04 - 5.9.0-050900rc1daily20200819-generic - GNOME Shell 3.36.4

3 Systems - 376 Benchmark Results

2 x AMD EPYC 7F72 24-Core - Supermicro H11DSi-NT v2.00 - AMD Starship

Ubuntu 20.10 - 5.11.0-rc4-max-boost-inv-patch - GNOME Shell 3.38.1

5 Systems - 89 Benchmark Results

Intel Core i9-7980XE - ASUS PRIME X299-A - Intel Sky Lake-E DMI3 Registers

Ubuntu 20.10 - 5.8.0-36-generic - GNOME Shell 3.38.1

3 Systems - 108 Benchmark Results

Intel Core i7-3770K - ECS Z77H2-A2X v1.0 - Intel Xeon E3-1200 v2

Ubuntu 20.04 - 5.4.0-58-generic - GNOME Shell 3.36.4

5 Systems - 62 Benchmark Results

Ampere Altra ARMv8 Neoverse-N1 - WIWYNN Mt.Jade - Ampere Computing LLC Device e100

Ubuntu 20.04 - 5.11.0-051100-generic-64k - GNOME Shell 3.36.4

4 Systems - 179 Benchmark Results

Intel Core i5-11600K - ASUS ROG MAXIMUS XIII HERO - Intel Device 43ef

Ubuntu 20.04 - 5.10.13-051013-lowlatency - GNOME Shell 3.36.4

2 Systems - 95 Benchmark Results

AMD Ryzen 9 5900X 12-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship

Ubuntu 20.10 - 5.12.0-051200rc2-generic - GNOME Shell 3.38.1

3 Systems - 84 Benchmark Results

Intel Core i9-9900KS - ASUS PRIME Z390-A - Intel Cannon Lake PCH

Ubuntu 20.04 - 5.9.0-050900rc8daily20201005-generic - GNOME Shell 3.36.2

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