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.
OpenBenchmarking.org metrics for this test profile configuration based on 246 public results since 23 October 2023 with the latest data as of 29 November 2023.
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.
Based on OpenBenchmarking.org data, the selected test / test configuration (QuantLib 1.32 - Configuration: Multi-Threaded) 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 0.2%.
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.
Notable instruction set extensions supported by this test, based on an automatic analysis by the Phoronix Test Suite / OpenBenchmarking.org analytics engine.
This test profile binary relies on the shared libraries libQuantLib.so.1, libm.so.6, libc.so.6.
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.
4 Systems - 177 Benchmark Results |
AMD Ryzen 9 7950X3D 16-Core - ASRockRack B650D4U-2L2T/BCM - AMD Device 14d8 Ubuntu 22.04 - 6.6.0-rc4-phx-amd-pref-core - GNOME Shell 42.9 |
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4 Systems - 350 Benchmark Results |
AMD EPYC 8534P 64-Core - AMD Cinnabar - AMD Device 14a4 Ubuntu 23.10 - 6.5.0-5-generic - GNOME Shell 45.0 |
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10 Systems - 143 Benchmark Results |
2 x AMD EPYC 9554 64-Core - AMD Titanite_4G - AMD Device 14a4 Ubuntu 23.10 - 6.6.0-rc5-phx-patched - GNOME Shell 45.0 |
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4 Systems - 415 Benchmark Results |
AMD Ryzen 9 7950X 16-Core - ASUS ROG STRIX X670E-E GAMING WIFI - AMD Device 14d8 Ubuntu 23.10 - 6.5.0-9-generic - GNOME Shell 45.0 |
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1 System - 7 Benchmark Results |
16 x AMD Ryzen Threadripper 3960X 24-Core - Intel 440BX - Intel 440BX Ubuntu 20.04 - 5.15.0-75-generic - GNOME Shell 3.36.9 |
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1 System - 12 Benchmark Results |
8 x AMD Ryzen Threadripper 3960X 24-Core - Intel 440BX - Intel 440BX Ubuntu 20.04 - 5.15.0-88-generic - GNOME Shell 3.36.4 |
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2 Systems - 8 Benchmark Results |
AMD Ryzen 7 5700G - 32GB - 931GB Ubuntu 20.04 - 4.4.0-19041-Microsoft - 1.1.182 |
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2 Systems - 8 Benchmark Results |
AMD Ryzen 7 5700G - 32GB - 931GB Debian GNU - 4.4.0-19041-Microsoft - GCC 12.2.0 |
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1 System - 8 Benchmark Results |
AMD Ryzen 7 5700G - 32GB - 931GB Debian GNU - 4.4.0-19041-Microsoft - GCC 12.2.0 |
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1 System - 8 Benchmark Results |
AMD Ryzen 7 5700G - 32GB - 931GB Ubuntu 20.04 - 4.4.0-19041-Microsoft - 1.1.182 |
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3 Systems - 513 Benchmark Results |
AMD EPYC 8534P 64-Core - AMD Cinnabar - AMD Device 14a4 Ubuntu 23.10 - 6.5.0-5-generic - GNOME Shell 45.0 |
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Featured Kernel Comparison |
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1 System - 2 Benchmark Results |
Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H Debian 12 - 6.1.0-13-amd64 - GNOME Shell 43.6 |
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2 Systems - 428 Benchmark Results |
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1 System - 2 Benchmark Results
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Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H Debian 12 - 6.1.0-13-amd64 - GNOME Shell 43.6 |