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

Last Updated

20 January 2021

Test Maintainer

Michael Larabel 

Test Type

Processor

Average Install Time

6 Minutes, 57 Seconds

Average Run Time

2 Minutes, 35 Seconds

Test Dependencies

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

Supported Platforms


Public Result UploadsReported Installs*Test Completions*OpenBenchmarking.orgEventsQuantLib Popularity Statisticspts/quantlib2021.012021.022021.03100200300400500
* 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.
Data current as of Wed, 03 Mar 2021 07:25:25 GMT.

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 377 public results since 20 January 2021 with the latest data as of 3 March 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
# Matching Public Results
MFLOPS (Average)
100th
5
3245 +/- 16
99th
5
3236 +/- 264
99th
3
3206 +/- 58
98th
18
3163 +/- 103
93rd
5
3089 +/- 43
91st
3
2910 +/- 26
90th
4
2894 +/- 12
89th
3
2873 +/- 3
89th
3
2872 +/- 3
87th
3
2805 +/- 12
86th
6
2798 +/- 90
86th
4
2790 +/- 18
85th
3
2749 +/- 14
83rd
3
2696 +/- 7
81st
4
2627 +/- 31
78th
4
2580 +/- 12
78th
3
2579 +/- 8
78th
3
2576 +/- 13
77th
4
2570 +/- 29
Mid-Tier
75th
< 2558
72nd
4
2508 +/- 57
70th
3
2387 +/- 17
70th
3
2382 +/- 17
67th
5
2329 +/- 8
66th
3
2323 +/- 15
64th
5
2312 +/- 11
61st
5
2293 +/- 3
61st
5
2293 +/- 29
59th
3
2284 +/- 8
57th
4
2272 +/- 12
53rd
3
2224 +/- 14
52nd
3
2218 +/- 10
51st
5
2217 +/- 6
Median
50th
2208
50th
3
2204 +/- 5
48th
4
2189 +/- 29
46th
5
2183 +/- 3
44th
4
2171 +/- 8
42nd
3
2154 +/- 4
39th
3
2136 +/- 7
39th
3
2134 +/- 14
37th
3
2109 +/- 16
37th
11
2098 +/- 12
36th
4
2094 +/- 7
33rd
3
2059 +/- 17
33rd
4
2041 +/- 10
31st
3
2034 +/- 4
Low-Tier
25th
< 1970
25th
6
1963 +/- 9
20th
3
1897 +/- 15
17th
3
1879 +/- 13
16th
3
1836 +/- 7
15th
3
1806 +/- 3
13th
3
1784 +/- 2
12th
3
1773 +/- 10
11th
4
1737 +/- 7
11th
3
1707 +/- 13
8th
4
1578 +/- 3
8th
3
1569 +/- 2
7th
3
1561 +/- 7
5th
7
1541 +/- 27
4th
3
1434 +/- 5
3rd
4
1392 +/- 2
OpenBenchmarking.orgDistribution Of Public Results377 Results Range From 1248 To 3708 MFLOPS124812981348139814481498154815981648169817481798184818981948199820482098214821982248229823482398244824982548259826482698274827982848289829482998304830983148319832483298334833983448349835483598364836983748714212835

Based on OpenBenchmarking.org data, the selected test / test configuration (QuantLib 1.21) has an average run-time of 3 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: 2.19 / Max: 7

Based on public OpenBenchmarking.org results, the selected test / test configuration has an average standard deviation of 0.8%.

OpenBenchmarking.orgPercent, Fewer Is BetterAverage Deviation Between RunsDeviation246810Min: 0 / Avg: 0.82 / 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.

AMDIntelOpenBenchmarking.orgRelative Core Scaling To BaseQuantLib CPU Core Scaling468121632640.73551.4712.20652.9423.6775

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 VPERMILPD VBROADCASTSD VEXTRACTF128 VINSERTF128 VBROADCASTSS VPERM2F128
Used by default on supported hardware.
Found on Intel processors since Haswell (2013).
Found on AMD processors since Excavator (2016).

 
VINSERTI128 VEXTRACTI128 VPERMPD VPBROADCASTD VPBROADCASTQ VPERM2I128 VPERMQ VPMASKMOVD
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 VFMSUB132PD VFNMADD132PD VFNMSUB213SD VFNMADD213PD VFNMADD231PD
Last automated analysis: 31 January 2021

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

Recent Test Results

OpenBenchmarking.org Results Compare

3 Systems - 84 Benchmark Results

Intel Core i7-2700K - BIOSTAR B75MU3B v5.0 - Intel 2nd Generation Core DRAM

Ubuntu 20.04 - 5.9.1-050901-generic - GNOME Shell 3.34.1

2 Systems - 95 Benchmark Results

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

Ubuntu 20.10 - 5.11.0-051100daily20210224-generic - GNOME Shell 3.38.1

2 Systems - 243 Benchmark Results

Intel Core i9-10885H - HP 8736 - Intel Comet Lake PCH

Ubuntu 21.04 - 5.10.0-14-generic - GNOME Shell 3.38.3

1 System - 19 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

1 System - 358 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

1 System - 238 Benchmark Results

Intel Core i9-10885H - HP 8736 - Intel Comet Lake PCH

Ubuntu 20.10 - 5.8.0-43-generic - GNOME Shell 3.38.2

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

3 Systems - 108 Benchmark Results

Intel Core i7-10700T - Logic Supply RXM-181 - Intel Comet Lake PCH

Ubuntu 20.10 - 5.8.0-43-generic - GNOME Shell 3.38.2

1 System - 1 Benchmark Result

AMD Ryzen 5 5600X 6-Core - ASUS PRIME B550M-A - 32GB

Ubuntu 20.04.1 LTS - 5.8.0-43-generic - NVIDIA

1 System - 209 Benchmark Results

Intel Core i9-10885H - HP 8736 - Intel Comet Lake PCH

Ubuntu 20.10 - 5.8.0-43-generic - GNOME Shell 3.38.2

5 Systems - 131 Benchmark Results

Intel Core i7-8086K - ASUS PRIME Z370-A - Intel 8th Gen Core

Ubuntu 20.04 - 5.9.0-050900rc8daily20201009-generic - GNOME Shell 3.36.4

4 Systems - 59 Benchmark Results

Intel Core i3-4130 - Intel DH87RL - Intel 4th Gen Core DRAM

Ubuntu 19.10 - 5.5.0-rc2-patched - GNOME Shell 3.34.1

Most Popular Test Results

OpenBenchmarking.org Results Compare

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

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

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

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

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

2 Systems - 65 Benchmark Results

Intel Core i9-7960X - MSI X299 SLI PLUS - Intel Sky Lake-E DMI3 Registers

Ubuntu 20.04 - 5.4.0-60-generic - GNOME Shell 3.36.4

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

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

3 Systems - 15 Benchmark Results

Intel Core i9-10900K - Gigabyte Z490 AORUS MASTER - Intel Comet Lake PCH

Ubuntu 20.10 - 5.11.0-051100rc2daily20210106-generic - GNOME Shell 3.38.1

3 Systems - 58 Benchmark Results

Intel Xeon Gold 6226R - Supermicro X11SPL-F v1.02 - Intel Sky Lake-E DMI3 Registers

Ubuntu 20.04 - 5.9.0-050900rc6daily20200921-generic - GNOME Shell 3.36.4

3 Systems - 14 Benchmark Results

AMD Ryzen Threadripper 3970X 32-Core - ASUS ROG ZENITH II EXTREME - AMD Starship

Ubuntu 20.10 - 5.11.0-rc1-phx - GNOME Shell 3.38.1

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