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, 1 Second

Average Run Time

2 Minutes, 23 Seconds

Test Dependencies

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

Supported Platforms


Public Result UploadsReported Installs*Test Completions*OpenBenchmarking.orgEventsQuantLib Popularity Statisticspts/quantlib2021.012021.022021.032021.042021.05100200300400500
* 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, 12 May 2021 05:34:30 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 647 public results since 20 January 2021 with the latest data as of 3 May 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)
99th
16
3351 +/- 214
98th
14
3323 +/- 12
97th
4
3286 +/- 119
97th
5
3275 +/- 27
94th
29
3190 +/- 142
94th
10
3178 +/- 186
94th
10
3177 +/- 35
88th
5
3089 +/- 43
86th
7
2942 +/- 38
85th
4
2894 +/- 12
84th
3
2873 +/- 3
84th
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
78th
4
2627 +/- 31
76th
8
2605 +/- 27
76th
5
2605 +/- 15
Mid-Tier
75th
< 2603
72nd
5
2581 +/- 12
72nd
4
2580 +/- 12
72nd
3
2576 +/- 13
70th
4
2570 +/- 29
67th
3
2535 +/- 19
66th
8
2530 +/- 64
65th
4
2508 +/- 57
65th
6
2429 +/- 114
65th
11
2428 +/- 198
63rd
5
2403 +/- 4
61st
3
2387 +/- 17
61st
3
2382 +/- 17
55th
5
2329 +/- 8
55th
3
2323 +/- 15
52nd
7
2307 +/- 18
Median
50th
2294
50th
5
2293 +/- 29
50th
5
2293 +/- 3
50th
5
2291 +/- 13
49th
3
2284 +/- 8
48th
4
2272 +/- 12
44th
12
2238 +/- 19
42nd
3
2227 +/- 14
42nd
3
2224 +/- 14
41st
3
2218 +/- 10
40th
5
2217 +/- 6
39th
3
2213 +/- 8
38th
3
2204 +/- 5
38th
3
2204 +/- 13
36th
4
2189 +/- 29
35th
5
2183 +/- 3
34th
10
2171 +/- 23
34th
4
2171 +/- 8
32nd
3
2154 +/- 4
31st
3
2136 +/- 7
31st
3
2134 +/- 14
30th
3
2109 +/- 16
29th
11
2098 +/- 12
29th
4
2094 +/- 7
28th
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
16th
5
1927 +/- 11
15th
3
1897 +/- 15
15th
5
1897 +/- 8
15th
5
1896 +/- 8
14th
5
1893 +/- 14
13th
3
1879 +/- 13
12th
4
1838 +/- 131
12th
3
1836 +/- 7
11th
3
1806 +/- 3
10th
3
1784 +/- 2
8th
4
1737 +/- 7
8th
3
1707 +/- 13
6th
4
1578 +/- 3
6th
3
1569 +/- 2
5th
3
1561 +/- 7
4th
7
1541 +/- 27
4th
3
1434 +/- 5
3rd
4
1392 +/- 2
3rd
3
1361 +/- 28
OpenBenchmarking.orgDistribution Of Public Results647 Results Range From 1248 To 3711 MFLOPS1248129813481398144814981548159816481698174817981848189819481998204820982148219822482298234823982448249825482598264826982748279828482898294829983048309831483198324832983348339834483498354835983648369837481224364860

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-Time246810Min: 1 / Avg: 1.86 / Max: 6

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 Scaling468121618243248641280.48750.9751.46251.952.4375

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

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Ubuntu 20.04 - 5.11.6-051106-generic - GNOME Shell 3.36.4

3 Systems - 101 Benchmark Results

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Ubuntu 21.04 - 5.11.0-16-generic - GNOME Shell 3.38.4

2 Systems - 102 Benchmark Results

Intel Core i9-10980XE - ASRock X299 Steel Legend - Intel Sky Lake-E DMI3 Registers

Ubuntu 20.10 - 5.8.0-50-generic - GNOME Shell 3.38.1

1 System - 103 Benchmark Results

Intel Core i9-10980XE - ASRock X299 Steel Legend - Intel Sky Lake-E DMI3 Registers

Clear Linux OS 34530 - 5.10.31-1033.native - GNOME Shell 3.38.4

3 Systems - 176 Benchmark Results

Intel Core i9-11900K - ASUS ROG MAXIMUS XIII HERO - Intel Device 43ef

Ubuntu 20.10 - 5.12.0-rc7-dyn-preempt - GNOME Shell 3.38.1

3 Systems - 67 Benchmark Results

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10 Systems - 454 Benchmark Results

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Ubuntu 21.04 - 5.12.0-051200rc3daily20210315-generic - GNOME Shell 3.38.3

3 Systems - 95 Benchmark Results

2 x AMD EPYC 7V12 64-Core - Microsoft Virtual Machine - 450GB

CentOS Linux 8 - 4.18.0-147.8.1.el8_1.x86_64 - GCC 8.3.1 20190507

2 Systems - 86 Benchmark Results

2 x AMD EPYC 7V13 64-Core - Microsoft Virtual Machine - 442GB

CentOS Linux 8 - 4.18.0-147.8.1.el8_1.x86_64 - GCC 8.3.1 20190507

Most Popular Test Results

OpenBenchmarking.org Results Compare

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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 - 5.8.0-33-generic - GNOME Shell 3.38.1

3 Systems - 85 Benchmark Results

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Ubuntu 20.04 - 5.9.0-050900rc1daily20200819-generic - GNOME Shell 3.36.4

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Ubuntu 20.10 - 5.10.4-051004-generic - GNOME Shell 3.38.1

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

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

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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 - 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 - 66 Benchmark Results

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Ubuntu 20.10 - 5.11.0-051100rc3daily20210116-generic - GNOME Shell 3.38.1

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