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

* 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)

AMD Ryzen 9 5950X 16-Core

100th

3245 ^{+/- 16}

AMD Ryzen 5 5600X 6-Core

99th

3236 ^{+/- 264}

AMD Ryzen 7 5800X 8-Core

99th

3206 ^{+/- 58}

AMD Ryzen 9 5900X 12-Core

98th

3163 ^{+/- 103}

Intel Core i7-1165G7

93rd

3089 ^{+/- 43}

Intel Core i9-10900K

91st

2910 ^{+/- 26}

Intel Core i7-8086K

90th

2894 ^{+/- 12}

Intel Core i9-9900K

89th

2873 ^{+/- 3}

Intel Core i9-9900KS

89th

2872 ^{+/- 3}

Intel Core i5-10600K

87th

2805 ^{+/- 12}

Intel Core i9-10885H

86th

2798 ^{+/- 90}

Intel Xeon E-2288G

86th

2790 ^{+/- 18}

Intel Core i7-7900X

85th

2749 ^{+/- 14}

Intel Core i7-8700K

83rd

2696 ^{+/- 7}

Intel Core i7-1065G7

81st

2627 ^{+/- 31}

AMD Ryzen 9 3900X 12-Core

81st

2605 ^{+/- 61}

AMD Ryzen 9 3900XT 12-Core

81st

2597 ^{+/- 54}

AMD Ryzen 9 3950X 16-Core

81st

2597 ^{+/- 19}

AMD Ryzen Threadripper 3960X 24-Core

78th

2581 ^{+/- 10}

AMD Ryzen 3 3300X 4-Core

78th

2580 ^{+/- 12}

Intel Core i9-10980XE

78th

2579 ^{+/- 8}

Intel Core i7-7700K

78th

2576 ^{+/- 13}

AMD Ryzen 7 3700X 8-Core

77th

2570 ^{+/- 29}

Mid-Tier

75th

< 2558

AMD Ryzen 5 3600XT 6-Core

74th

2549 ^{+/- 14}

AMD Ryzen Threadripper 3970X 32-Core

74th

2544 ^{+/- 3}

Intel Core i7-9750H

72nd

2508 ^{+/- 57}

AMD Ryzen Threadripper 3990X 64-Core

72nd

2475 ^{+/- 2}

Intel Core i5-7600K

70th

2387 ^{+/- 17}

Intel Xeon E3-1275 v6

70th

2382 ^{+/- 17}

AMD Ryzen 7 3800XT 8-Core

67th

2333 ^{+/- 23}

AMD Ryzen 5 3400G

67th

2329 ^{+/- 8}

Intel Core i5-9400F

66th

2323 ^{+/- 15}

AMD EPYC 7F52 16-Core

64th

2312 ^{+/- 11}

AMD Ryzen Threadripper 2990WX 32-Core

63rd

2298 ^{+/- 16}

AMD Ryzen 5 4500U

61st

2293 ^{+/- 3}

Intel Core i7-8565U

61st

2293 ^{+/- 29}

AMD EPYC 7F32 8-Core

59th

2285

Intel Core i5-8400

59th

2284 ^{+/- 8}

Intel Xeon E3-1280 v5

57th

2272 ^{+/- 12}

2 x Intel Xeon Platinum 8280

56th

2250 ^{+/- 24}

2 x Intel Xeon Gold 5220R

55th

2232 ^{+/- 3}

Intel Xeon E3-1245 v5

53rd

2224 ^{+/- 14}

Intel Core i7-7740K

52nd

2218 ^{+/- 10}

Intel Core i9-7980XE

51st

2217 ^{+/- 6}

AMD Ryzen 7 2700 Eight-Core

51st

2209 ^{+/- 21}

Median

50th

2208

Intel Xeon Gold 6226R

50th

2204 ^{+/- 5}

Intel Core i7-8550U

48th

2189 ^{+/- 29}

Intel Xeon E-2278GEL

46th

2183 ^{+/- 3}

AMD Ryzen 7 1800X Eight-Core

46th

2183 ^{+/- 5}

Ampere Altra ARMv8 Neoverse-N1 160-Core

44th

2171 ^{+/- 58}

Intel Xeon E3-1260L v5

44th

2171 ^{+/- 8}

2 x AMD EPYC 7F72 24-Core

43rd

2163 ^{+/- 14}

Intel Core i3-7100

42nd

2154 ^{+/- 4}

Intel Xeon E3-1240 v5

39th

2136 ^{+/- 7}

Intel Xeon E3-1270 v5

39th

2134 ^{+/- 14}

Intel Core i7-4790K

37th

2109 ^{+/- 16}

Intel Core i7-10700T

37th

2098 ^{+/- 12}

AMD Ryzen 3 1300X

36th

2094 ^{+/- 7}

Intel Core i3-8100

33rd

2059 ^{+/- 17}

Intel Core i7-6800K

33rd

2041 ^{+/- 10}

Intel Core i5-6500

31st

2034 ^{+/- 4}

AMD Ryzen Threadripper 2950X 16-Core

30th

2023 ^{+/- 14}

2 x AMD EPYC 7742 64-Core

29th

2011 ^{+/- 9}

AMD EPYC 7502P 32-Core

27th

1985

AMD EPYC 7402P 24-Core

26th

1977

Low-Tier

25th

< 1970

AMD EPYC 7702 64-Core

25th

1963 ^{+/- 9}

AMD EPYC 7662 64-Core

24th

1955

AMD EPYC 7302P 16-Core

24th

1953

AMD EPYC 7552 48-Core

22nd

1945

AMD EPYC 7532 32-Core

21st

1922

AMD Ryzen 3 3200U

20th

1897 ^{+/- 15}

AMD EPYC 7272 12-Core

19th

1893

AMD EPYC 7232P 8-Core

19th

1892

AMD EPYC 7282 16-Core

18th

1887

Intel Core i7-4770K

17th

1879 ^{+/- 13}

Intel Core i5-4670

16th

1836 ^{+/- 7}

AMD Ryzen 7 1700 Eight-Core

16th

1818 ^{+/- 5}

Intel Xeon E5-1680 v3

15th

1806 ^{+/- 3}

AMD EPYC 7601 32-Core

13th

1784 ^{+/- 2}

2 x AMD EPYC 7601 32-Core

13th

1783 ^{+/- 6}

Intel Core i7-5775C

12th

1773 ^{+/- 10}

Intel Core i7-5600U

11th

1737 ^{+/- 7}

Intel Xeon E3-1235L v5

11th

1707 ^{+/- 13}

Intel Xeon E5-2687W v3

9th

1691 ^{+/- 1}

Intel Core i3-4130

8th

1578 ^{+/- 3}

Intel Core i7-3770K

8th

1569 ^{+/- 2}

Intel Core i7-4960X

7th

1561 ^{+/- 7}

Intel Xeon Silver 4216

5th

1541 ^{+/- 27}

Intel Core i5-3470

4th

1434 ^{+/- 5}

AMD EPYC 7551 32-Core

3rd

1392 ^{+/- 2}

AMD FX-8370 Eight-Core

2nd

1252 ^{+/- 6}

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.

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

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 VPERMILPD VBROADCASTSD VEXTRACTF128 VINSERTF128 VBROADCASTSS 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 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.

sandy bridge 2021 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
5900X LInux 5.12 Test 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
HP ZBook Studio G7 Ubuntu 20.10 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
AA v8 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
aaaltra 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
HP ZBook Studio G7 Ubuntu 20.10 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
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
Core i7 10700T Garage 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
quantlib_phronix_test_result 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
HP ZBook Studio G7 Monitoring 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
core-i7-8086k-2021 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
haswell-2021 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

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
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
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
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
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
core-i9-7960x-feb-2021 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
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
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
10900K Wed 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
Xeon Gold Weekend 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
TR 3970X Wed 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

QuantLib

Project Site

Test Created

Last Updated

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