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


Public Result Uploads *Reported Installs **Reported Test Completions **Test Profile Page Views ***OpenBenchmarking.orgEventsQuantLib Popularity Statisticspts/quantlib2021.012021.022021.032021.042021.052021.062021.072004006008001000
* 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)
99th
17
3336 +/- 217
98th
14
3323 +/- 12
97th
4
3286 +/- 119
97th
5
3275 +/- 27
95th
29
3190 +/- 142
94th
10
3178 +/- 186
94th
10
3177 +/- 35
88th
7
3091 +/- 36
86th
7
2942 +/- 38
85th
4
2894 +/- 12
85th
3
2873 +/- 3
85th
3
2872 +/- 3
83rd
6
2798 +/- 90
82nd
4
2790 +/- 18
82nd
6
2752 +/- 58
82nd
3
2749 +/- 14
80th
3
2696 +/- 7
80th
13
2659 +/- 150
77th
5
2614 +/- 39
76th
8
2605 +/- 27
76th
5
2605 +/- 15
76th
9
2603 +/- 237
Mid-Tier
75th
< 2600
72nd
5
2581 +/- 12
72nd
4
2580 +/- 12
72nd
3
2576 +/- 13
70th
13
2573 +/- 98
70th
4
2570 +/- 29
67th
3
2535 +/- 19
66th
5
2485 +/- 71
65th
6
2429 +/- 114
65th
11
2428 +/- 198
61st
3
2387 +/- 17
61st
3
2382 +/- 17
56th
5
2329 +/- 8
56th
4
2324 +/- 7
55th
3
2323 +/- 15
53rd
7
2307 +/- 18
51st
6
2293 +/- 26
Median
50th
2292
50th
5
2291 +/- 13
50th
6
2291 +/- 5
49th
3
2284 +/- 8
48th
4
2272 +/- 12
48th
3
2269 +/- 145
45th
12
2238 +/- 19
42nd
3
2227 +/- 14
42nd
3
2224 +/- 14
41st
3
2218 +/- 10
40th
5
2217 +/- 6
40th
3
2213 +/- 8
38th
3
2204 +/- 5
38th
3
2204 +/- 13
36th
4
2189 +/- 29
35th
6
2182 +/- 3
34th
4
2171 +/- 8
34th
10
2171 +/- 23
33rd
3
2154 +/- 4
31st
3
2136 +/- 7
31st
3
2134 +/- 14
30th
3
2109 +/- 16
30th
5
2106 +/- 19
29th
11
2098 +/- 12
29th
4
2094 +/- 7
27th
3
2059 +/- 17
27th
4
2041 +/- 10
26th
3
2034 +/- 4
Low-Tier
25th
< 2027
25th
4
2018 +/- 4
24th
5
2012 +/- 10
22nd
5
1987 +/- 5
21st
5
1984 +/- 15
20th
8
1967 +/- 12
19th
5
1961 +/- 12
19th
5
1955 +/- 5
18th
5
1952 +/- 14
18th
4
1949 +/- 9
17th
5
1927 +/- 11
16th
5
1897 +/- 8
16th
3
1897 +/- 15
16th
5
1896 +/- 8
15th
5
1893 +/- 14
13th
3
1879 +/- 13
13th
4
1873 +/- 17
12th
4
1838 +/- 131
12th
3
1836 +/- 7
11th
3
1806 +/- 3
10th
3
1784 +/- 2
8th
4
1737 +/- 7
8th
3
1707 +/- 13
7th
4
1578 +/- 3
6th
3
1569 +/- 2
6th
3
1561 +/- 7
5th
7
1541 +/- 27
4th
3
1434 +/- 5
3rd
4
1392 +/- 2
3rd
3
1361 +/- 28
2nd
3
1046 +/- 20
OpenBenchmarking.orgDistribution Of Public Results692 Results Range From 1028 To 3711 MFLOPS1028108211361190124412981352140614601514156816221676173017841838189219462000205421082162221622702324237824322486254025942648270227562810286429182972302630803134318832423296335034043458351235663620367437281224364860

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: 1.85 / Max: 7

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

OpenBenchmarking.orgPercent, Fewer Is BetterAverage Deviation Between RunsDeviation246810Min: 0 / Avg: 0.65 / 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 Scaling468121618243248641280.7891.5782.3673.1563.945

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 VEXTRACTF128 VINSERTF128 VPERM2F128
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.

Recent Test Results

OpenBenchmarking.org Results Compare

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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 - 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 - 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

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 - 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

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

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

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

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