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

6 Minutes, 17 Seconds

Average Run Time

2 Minutes, 20 Seconds

Test Dependencies

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

Supported Platforms

* 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 31 July 2021.

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 692 public results since 20 January 2021 with the latest data as of 27 July 2021.

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)

AMD Ryzen 9 5950X 16-Core

99th

3336 ^{+/- 217}

Intel Core i9-11900K

98th

3323 ^{+/- 12}

Intel Core i7-11700K

97th

3286 ^{+/- 119}

Intel Core i5-11600K

97th

3275 ^{+/- 27}

AMD Ryzen 9 5900X 12-Core

95th

3190 ^{+/- 142}

AMD Ryzen 5 5600X 6-Core

94th

3178 ^{+/- 186}

AMD Ryzen 7 5800X 8-Core

94th

3177 ^{+/- 35}

Intel Core i7-1165G7

88th

3091 ^{+/- 36}

Intel Core i9-10900K

86th

2942 ^{+/- 38}

Intel Core i7-8086K

85th

2894 ^{+/- 12}

Intel Core i9-9900K

85th

2873 ^{+/- 3}

Intel Core i9-9900KS

85th

2872 ^{+/- 3}

Intel Core i9-10885H

83rd

2798 ^{+/- 90}

Intel Xeon E-2288G

82nd

2790 ^{+/- 18}

Intel Core i5-10600K

82nd

2752 ^{+/- 58}

Intel Core i7-7900X

82nd

2749 ^{+/- 14}

Intel Core i7-8700K

80th

2696 ^{+/- 7}

2 x AMD EPYC 75F3 32-Core

80th

2659 ^{+/- 150}

Intel Core i7-1065G7

77th

2614 ^{+/- 39}

AMD EPYC 75F3 32-Core

76th

2605 ^{+/- 27}

AMD EPYC 73F3 16-Core

76th

2605 ^{+/- 15}

AMD Ryzen 9 3900X 12-Core

76th

2605 ^{+/- 61}

AMD EPYC 7543 32-Core

76th

2603 ^{+/- 237}

Mid-Tier

75th

< 2600

AMD Ryzen 9 3900XT 12-Core

75th

2597 ^{+/- 54}

AMD Ryzen 9 3950X 16-Core

75th

2597 ^{+/- 19}

2 x AMD EPYC 73F3 16-Core

74th

2591 ^{+/- 18}

2 x AMD EPYC 7443 24-Core

73rd

2585 ^{+/- 34}

AMD EPYC 74F3 24-Core

72nd

2581 ^{+/- 12}

AMD Ryzen Threadripper 3960X 24-Core

72nd

2581 ^{+/- 10}

AMD Ryzen 3 3300X 4-Core

72nd

2580 ^{+/- 12}

Intel Core i7-7700K

72nd

2576 ^{+/- 13}

Intel Core i9-10980XE

70th

2573 ^{+/- 98}

AMD Ryzen 7 3700X 8-Core

70th

2570 ^{+/- 29}

AMD Ryzen 5 3600XT 6-Core

68th

2549 ^{+/- 14}

AMD Ryzen Threadripper 3970X 32-Core

68th

2544 ^{+/- 3}

AMD EPYC 7343 16-Core

67th

2535 ^{+/- 19}

Intel Core i7-9750H

66th

2485 ^{+/- 71}

AMD Ryzen Threadripper 3990X 64-Core

66th

2482 ^{+/- 15}

AMD EPYC 7713 64-Core

65th

2429 ^{+/- 114}

AMD EPYC 7763 64-Core

65th

2428 ^{+/- 198}

2 x Intel Xeon Platinum 8380

65th

2419

2 x AMD EPYC 7543 32-Core

62nd

2392 ^{+/- 9}

Intel Core i5-7600K

61st

2387 ^{+/- 17}

Intel Xeon E3-1275 v6

61st

2382 ^{+/- 17}

2 x AMD EPYC 7513 32-Core

60th

2361 ^{+/- 8}

2 x AMD EPYC 7713 64-Core

58th

2339 ^{+/- 11}

AMD Ryzen 7 3800XT 8-Core

56th

2333 ^{+/- 23}

AMD Ryzen 5 3400G

56th

2329 ^{+/- 8}

AMD Ryzen 5 5500U

56th

2324 ^{+/- 7}

Intel Core i5-9400F

55th

2323 ^{+/- 15}

2 x AMD EPYC 7F52 16-Core

54th

2320 ^{+/- 11}

AMD EPYC 7F52 16-Core

53rd

2307 ^{+/- 18}

AMD Ryzen Threadripper 2990WX 32-Core

52nd

2298 ^{+/- 16}

Intel Core i7-8565U

51st

2293 ^{+/- 26}

Median

50th

2292

AMD EPYC 7F32 8-Core

50th

2291 ^{+/- 13}

AMD Ryzen 5 4500U

50th

2291 ^{+/- 5}

Intel Core i5-8400

49th

2284 ^{+/- 8}

Intel Xeon E3-1280 v5

48th

2272 ^{+/- 12}

AMD Ryzen 7 4700U

48th

2269 ^{+/- 145}

2 x Intel Xeon Platinum 8280

45th

2245 ^{+/- 21}

2 x AMD EPYC 7763 64-Core

45th

2238 ^{+/- 19}

2 x AMD EPYC 7453 28-Core

42nd

2227 ^{+/- 15}

Intel Xeon Platinum 8280

42nd

2227 ^{+/- 14}

Intel Xeon E3-1245 v5

42nd

2224 ^{+/- 14}

2 x Intel Xeon Gold 5220R

41st

2219 ^{+/- 17}

Intel Core i7-7740K

41st

2218 ^{+/- 10}

Intel Core i9-7980XE

40th

2217 ^{+/- 6}

Intel Xeon Gold 6258R

40th

2213 ^{+/- 8}

AMD Ryzen 7 2700 Eight-Core

39th

2209 ^{+/- 21}

Intel Xeon Gold 6226R

38th

2204 ^{+/- 5}

Intel Xeon Gold 5220R

38th

2204 ^{+/- 13}

Intel Core i7-8550U

36th

2189 ^{+/- 29}

AMD Ryzen 7 1800X Eight-Core

35th

2183 ^{+/- 5}

Intel Xeon E-2278GEL

35th

2182 ^{+/- 3}

Ampere Altra ARMv8 Neoverse-N1 160-Core

34th

2178 ^{+/- 51}

Intel Xeon E3-1260L v5

34th

2171 ^{+/- 8}

2 x AMD EPYC 7F72 24-Core

34th

2171 ^{+/- 23}

Intel Core i3-7100

33rd

2154 ^{+/- 4}

Intel Xeon E3-1240 v5

31st

2136 ^{+/- 7}

Intel Xeon E3-1270 v5

31st

2134 ^{+/- 14}

Intel Core i7-4790K

30th

2109 ^{+/- 16}

AMD Ryzen 5 2400G

30th

2106 ^{+/- 19}

Intel Core i7-10700T

29th

2098 ^{+/- 12}

AMD Ryzen 3 1300X

29th

2094 ^{+/- 7}

Intel Core i3-8100

27th

2059 ^{+/- 17}

Intel Core i7-6800K

27th

2041 ^{+/- 10}

Intel Core i5-6500

26th

2034 ^{+/- 4}

Low-Tier

25th

< 2027

AMD Ryzen Threadripper 2950X 16-Core

25th

2023 ^{+/- 14}

AMD EPYC 7542 32-Core

25th

2018 ^{+/- 4}

2 x AMD EPYC 7742 64-Core

24th

2014 ^{+/- 9}

AMD EPYC 7742 64-Core

24th

2012 ^{+/- 10}

AMD EPYC 7502P 32-Core

22nd

1987 ^{+/- 5}

AMD EPYC 7402P 24-Core

21st

1984 ^{+/- 15}

AMD EPYC 7702 64-Core

20th

1967 ^{+/- 12}

AMD EPYC 7662 64-Core

19th

1961 ^{+/- 12}

AMD EPYC 7302P 16-Core

19th

1955 ^{+/- 5}

AMD EPYC 7552 48-Core

18th

1952 ^{+/- 14}

AMD EPYC 7642 48-Core

18th

1949 ^{+/- 9}

AMD EPYC 7532 32-Core

17th

1927 ^{+/- 11}

AMD EPYC 7272 12-Core

16th

1897 ^{+/- 8}

AMD Ryzen 3 3200U

16th

1897 ^{+/- 15}

AMD EPYC 7232P 8-Core

16th

1896 ^{+/- 8}

AMD EPYC 7282 16-Core

15th

1893 ^{+/- 14}

Intel Core i7-4770K

13th

1879 ^{+/- 13}

AMD Ryzen 3 2200G

13th

1873 ^{+/- 17}

AMD Ryzen 7 1700 Eight-Core

12th

1847 ^{+/- 51}

Intel Core i7-5775C

12th

1838 ^{+/- 131}

Intel Core i5-4670

12th

1836 ^{+/- 7}

Intel Xeon E5-1680 v3

11th

1806 ^{+/- 3}

AMD EPYC 7601 32-Core

10th

1784 ^{+/- 2}

2 x AMD EPYC 7601 32-Core

10th

1783 ^{+/- 9}

Intel Core i7-5600U

8th

1737 ^{+/- 7}

Intel Xeon E3-1235L v5

8th

1707 ^{+/- 13}

Intel Xeon E5-2687W v3

7th

1691 ^{+/- 1}

Intel Core i3-4130

7th

1578 ^{+/- 3}

Intel Core i7-3770K

6th

1569 ^{+/- 2}

Intel Core i7-4960X

6th

1561 ^{+/- 7}

Intel Xeon Silver 4216

5th

1541 ^{+/- 27}

Intel Core i5-3470

4th

1434 ^{+/- 5}

AMD EPYC 7551 32-Core

3rd

1392 ^{+/- 2}

Intel Core i7-2700K

3rd

1361 ^{+/- 28}

AMD FX-8370 Eight-Core

3rd

1252 ^{+/- 6}

AMD FX-8150 Eight-Core

2nd

1046 ^{+/- 20}

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.

Based on public OpenBenchmarking.org results, the selected test / test configuration has an average standard deviation of 0.6%.

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.

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

Advanced Vector Extensions (AVX)

Used by default on supported hardware.
Found on Intel processors since Sandy Bridge (2011).
Found on AMD processors since Bulldozer (2011).

VZEROUPPER VBROADCASTSD VPERMILPD VEXTRACTF128 VINSERTF128 VPERM2F128

Advanced Vector Extensions 2 (AVX2)

Used by default on supported hardware.
Found on Intel processors since Haswell (2013).
Found on AMD processors since Excavator (2016).

VINSERTI128 VEXTRACTI128 VPERMPD VPBROADCASTQ VPERMQ VPERM2I128 VPMASKMOVD VPBROADCASTD

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 VFMSUB213SD VFNMADD231SD VFNMADD213SD VFNMSUB231SD VFNMADD231PD VFNMADD132PD VFNMSUB132SD VFNMSUB213SD VFMSUB132PD VFNMADD213PD

Last automated analysis: 10 May 2021

This test profile binary relies on the shared libraries libQuantLib.so, libm.so.6, libc.so.6, libpthread.so.0.

AMD AOCC 3.1 Compiler Benchmarking 2 Systems - 81 Benchmark Results	AMD EPYC 7543 32-Core - TYAN S8036GM2NE-LE - AMD Starship Ubuntu 21.04 - 5.11.0-25-generic - GNOME Shell 3.38.4
4700U 2021 3 Systems - 253 Benchmark Results	AMD Ryzen 7 4700U - LENOVO LNVNB161216 - AMD Renoir Root Complex Ubuntu 20.04 - 5.9.0-050900rc7daily20201003-generic - GNOME Shell 3.36.9
Core i7 1165G7 vs. Core i7 1185G7 2 Systems - 107 Benchmark Results	Intel Core i7-1185G7 - Dell 0DXP1F - Intel Tiger Lake-LP Ubuntu 21.04 - 5.13.0-051300-generic - GNOME Shell 3.38.4
Tiger Lake Monitoring 1 System - 134 Benchmark Results	Intel Core i7-1165G7 - Dell 0GG9PT - Intel Tiger Lake-LP Ubuntu 21.04 - 5.13.0-051300-generic - GNOME Shell 3.38.4
fin1 1 System - 2 Benchmark Results	AMD Ryzen 9 5950X 16-Core - Gigabyte X570 I AORUS PRO WIFI - AMD Starship Ubuntu 20.04 - 5.12.2-051202-generic - GNOME Shell 3.36.9
Intel Core i5 11600K + Core i9 11900K Linux Performance 11 Systems - 454 Benchmark Results	AMD Ryzen 5 5600X 6-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 21.04 - 5.12.0-051200rc3daily20210315-generic - GNOME Shell 3.38.3
ryzen-5-5500u-linux-ubuntu 1 System - 138 Benchmark Results	AMD Ryzen 5 5500U - LENOVO LNVNB161216 - AMD Renoir Root Complex Ubuntu 21.04 - 5.11.0-17-generic - GNOME Shell 3.38.4
ryzen-5-5500u-linux-ubuntu 2 Systems - 138 Benchmark Results	AMD Ryzen 5 5500U - LENOVO LNVNB161216 - AMD Renoir Root Complex Ubuntu 21.04 - 5.11.0-17-generic - GNOME Shell 3.38.4
Ryzen 5 5500U Linux Ubuntu 1 System - 138 Benchmark Results	AMD Ryzen 5 5500U - LENOVO LNVNB161216 - AMD Renoir Root Complex Ubuntu 21.04 - 5.11.0-17-generic - GNOME Shell 3.38.4
Ubuntu 21.04 Laptops 5 Systems - 190 Benchmark Results	Intel Core i7-1165G7 - Dell 0GG9PT - Intel Tiger Lake-LP Ubuntu 21.04 - 5.11.0-17-generic - GNOME Shell 3.38.4
fx 8150 2021 3 Systems - 107 Benchmark Results	AMD FX-8150 Eight-Core - ASUS M5A78L-M LX PLUS - AMD RS780 + SB7x0 Ubuntu 20.10 - 5.8.0-33-generic - GNOME Shell 3.38.1
2200G May 2021 4 Systems - 193 Benchmark Results	AMD Ryzen 3 2200G - ASUS PRIME B350M-E - AMD Raven Ubuntu 20.10 - 5.8.0-38-generic - GNOME Shell 3.38.1

OnLogic Helix 500 Linux benchmarks 2 Systems - 151 Benchmark Results	Intel Core i7-10700T - Logic Supply RXM-181 - Intel Comet Lake PCH Ubuntu 20.10 - 5.8.0-41-generic - GNOME Shell 3.38.2
xeon-crypt 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
7980XE Feb 2921 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
3770K 2021 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
9900K Feb 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
5800X march 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
5900X AMD Linux 5.12 KFence Overhead Test 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
Ryzen 5 3600XT 2021 AMD 4 Systems - 62 Benchmark Results	AMD Ryzen 5 3600XT 6-Core - MSI X470 GAMING M7 AC - AMD Starship Ubuntu 20.10 - 5.8.0-28-generic - GNOME Shell 3.38.1
9900KS Feb 2021 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
5600X Week 4 Systems - 48 Benchmark Results	AMD Ryzen 5 5600X 6-Core - ASUS TUF GAMING B550M-PLUS - AMD Starship Ubuntu 20.10 - 5.10.4-051004-generic - GNOME Shell 3.38.1
Intel Core i5 11600K + Core i9 11900K Linux Performance 8 Systems - 439 Benchmark Results	AMD Ryzen 5 5600X 6-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 21.04 - 5.12.0-051200rc3daily20210315-generic - GNOME Shell 3.38.3
inaug Xeon Silver 3 Systems - 15 Benchmark Results	Intel Xeon Silver 4216 - TYAN S7100AG2NR - Intel Sky Lake-E DMI3 Registers Debian 10 - 4.19.0-9-amd64 - GNOME Shell 3.30.2

QuantLib

Project Site

Test Created

Test Maintainer

Test Type

Average Install Time

Average Run Time

Test Dependencies

Supported Platforms

Revision History

Suites Using This Test

Performance Metrics

QuantLib 1.21

Does It Scale Well With Increasing Cores?

Notable Instruction Set Usage

Recent Test Results

Most Popular Test Results