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

Source Repository

github.com

Test Created

20 January 2021

Last Updated

23 October 2023

Test Maintainer

Michael Larabel 

Test Type

Processor

Average Install Time

5 Minutes, 12 Seconds

Average Run Time

1 Minute, 52 Seconds

Test Dependencies

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

Accolades

20k+ Downloads

Supported Platforms


Public Result Uploads *Reported Installs **Reported Test Completions **Test Profile Page Views ***OpenBenchmarking.orgEventsQuantLib Popularity Statisticspts/quantlib2021.012021.022021.032021.042021.052021.062021.072021.082021.092021.102021.112021.122022.012022.022022.032022.042022.052022.062022.072022.082022.092022.102022.112022.122023.012023.022023.032023.042023.052023.062023.072023.082023.092023.102023.112023.122024.012024.022024.0315003000450060007500
* 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 updated weekly as of 17 March 2024.
Multi-Threaded55.1%Single-Threaded44.9%Configuration Option PopularityOpenBenchmarking.org

Revision History

pts/quantlib-1.2.0   [View Source]   Mon, 23 Oct 2023 17:10:31 GMT
Update against QuantLib 1.32 upstream, add new multi-threaded benchmark capability.

pts/quantlib-1.1.0   [View Source]   Sat, 29 Apr 2023 08:35:01 GMT
Update against QuantLib 1.30 upstream.

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 1.32

Configuration: Multi-Threaded

OpenBenchmarking.org metrics for this test profile configuration based on 487 public results since 23 October 2023 with the latest data as of 18 March 2024.

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
9
601299 +/- 46141
99th
4
389208 +/- 1507
96th
6
330160 +/- 1562
90th
4
252853 +/- 1731
90th
4
251528 +/- 58
85th
6
218530 +/- 1308
85th
3
196967 +/- 42
84th
8
177535 +/- 1195
82nd
7
171015 +/- 7755
81st
7
160409 +/- 1045
77th
3
117081 +/- 262
Mid-Tier
75th
< 109876
74th
5
101819 +/- 12100
72nd
5
97164 +/- 3642
71st
6
96916 +/- 130
68th
10
85793 +/- 3615
67th
17
85354 +/- 2984
63rd
8
80649 +/- 1521
61st
7
77819 +/- 1535
60th
4
68907 +/- 304
60th
4
64485 +/- 17
56th
11
56137 +/- 1189
54th
5
55604 +/- 11
53rd
4
55260 +/- 623
51st
12
46287 +/- 236
Median
50th
46277
48th
5
45067 +/- 688
48th
11
44920 +/- 815
44th
4
40560 +/- 221
43rd
4
40140 +/- 199
41st
14
39767 +/- 828
39th
6
34367 +/- 757
38th
4
33363 +/- 196
34th
4
31365 +/- 19
32nd
11
30672 +/- 1323
31st
14
30017 +/- 1231
31st
5
29921 +/- 1874
28th
4
28606 +/- 87
27th
6
27153 +/- 3475
26th
5
26723 +/- 124
Low-Tier
25th
< 26647
19th
4
21849 +/- 214
17th
6
21207 +/- 57
16th
3
20724 +/- 782
15th
3
19404 +/- 191
14th
3
17311 +/- 32
13th
6
16771 +/- 2125
12th
4
13888 +/- 314
10th
8
12993 +/- 1068
10th
3
11975 +/- 1334
8th
12
8922 +/- 648
6th
5
7463 +/- 147
OpenBenchmarking.orgDistribution Of Public Results - Configuration: Multi-Threaded477 Results Range From 2102 To 853902 MFLOPS21021913836174532107024687282104318121354138390155426172462189498206534223570240606257642274678291714308750325786342822359858376894393930410966428002445038462074479110496146513182530218547254564290581326598362615398632434649470666506683542700578717614734650751686768722785758802794819830836866853902306090120150

Based on OpenBenchmarking.org data, the selected test / test configuration (QuantLib 1.32 - Configuration: Multi-Threaded) has an average run-time of 4 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 BenchmarkConfiguration: Multi-ThreadedRun-Time48121620Min: 1 / Avg: 3.48 / Max: 15

Based on public OpenBenchmarking.org results, the selected test / test configuration has an average standard deviation of 0.4%.

OpenBenchmarking.orgPercent, Fewer Is BetterAverage Deviation Between RunsConfiguration: Multi-ThreadedDeviation246810Min: 0 / Avg: 0.45 / Max: 3

Does It Scale Well With Increasing Cores?

Yes, based on the automated analysis of the collected public benchmark data, this test / test settings does 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 ScalingConfiguration: Multi-Threaded4681214162432642.064.126.188.2410.3

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

 
VINSERTI128 VPBROADCASTQ VPBROADCASTB 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).

 
VFMADD231SD VFMADD213SD VFMADD132SD VFMSUB132SD VFNMADD132SD VFNMADD231SD VFMADD132PD VFNMADD132PD VFNMADD213SD VFMADD213PD VFMADD231PD VFMSUB231SD VFNMSUB132SD VFMSUB213SD VFNMSUB231SD VFMSUB231PD VFMSUB132PD VFNMSUB213SD VFNMADD213PD VFNMADD231PD
Last automated analysis: 24 June 2023

This test profile binary relies on the shared libraries libQuantLib.so.1, 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 160-Core, ARMv8 Neoverse-V2 72-Core, Apple M2

Recent Test Results

OpenBenchmarking.org Results Compare

1 System - 2 Benchmark Results

Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H

Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7

1 System - 2 Benchmark Results

Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H

Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7

1 System - 2 Benchmark Results

Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H

Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7

1 System - 2 Benchmark Results

Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H

Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7

1 System - 2 Benchmark Results

Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H

Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7

1 System - 2 Benchmark Results

Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H

Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7

1 System - 2 Benchmark Results

Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H

Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7

1 System - 2 Benchmark Results

Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H

Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7

1 System - 2 Benchmark Results

Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H

Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7

1 System - 2 Benchmark Results

Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H

Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7

1 System - 2 Benchmark Results

Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H

Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7

1 System - 2 Benchmark Results

Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H

Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7

1 System - 2 Benchmark Results

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Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7

1 System - 205 Benchmark Results

AMD Ryzen 7 8700G - Gigabyte B650I AORUS ULTRA - AMD Device 14e8

Ubuntu 22.04 - 6.5.0-21-generic - GNOME Shell 42.9

1 System - 205 Benchmark Results

AMD Ryzen 7 8700G - Gigabyte B650I AORUS ULTRA - AMD Device 14e8

Ubuntu 22.04 - 6.5.0-21-generic - GNOME Shell 42.9

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