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

* 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)

AMD Ryzen 9 5950X 16-Core

99th

3351 ^{+/- 214}

Intel Core i9-11900K

98th

3323 ^{+/- 12}

Intel Core i7-11700K

97th

3286 ^{+/- 119}

Intel Core i5-11600K

97th

3275 ^{+/- 27}

AMD Ryzen 9 5900X 12-Core

94th

3190 ^{+/- 142}

AMD Ryzen 5 5600X 6-Core

94th

3178 ^{+/- 186}

AMD Ryzen 7 5800X 8-Core

94th

3177 ^{+/- 35}

Intel Core i7-1165G7

88th

3089 ^{+/- 43}

Intel Core i9-10900K

86th

2942 ^{+/- 38}

Intel Core i7-8086K

85th

2894 ^{+/- 12}

Intel Core i9-9900K

84th

2873 ^{+/- 3}

Intel Core i9-9900KS

84th

2872 ^{+/- 3}

Intel Core i9-10885H

83rd

2798 ^{+/- 90}

Intel Xeon E-2288G

82nd

2790 ^{+/- 18}

Intel Core i5-10600K

82nd

2752 ^{+/- 58}

Intel Core i7-7900X

82nd

2749 ^{+/- 14}

Intel Core i7-8700K

80th

2696 ^{+/- 7}

2 x AMD EPYC 75F3 32-Core

80th

2659 ^{+/- 150}

Intel Core i7-1065G7

78th

2627 ^{+/- 31}

AMD EPYC 75F3 32-Core

76th

2605 ^{+/- 27}

AMD EPYC 73F3 16-Core

76th

2605 ^{+/- 15}

AMD Ryzen 9 3900X 12-Core

76th

2605 ^{+/- 61}

Mid-Tier

75th

< 2603

AMD Ryzen 9 3900XT 12-Core

75th

2597 ^{+/- 54}

AMD Ryzen 9 3950X 16-Core

75th

2597 ^{+/- 19}

2 x AMD EPYC 73F3 16-Core

74th

2591 ^{+/- 18}

2 x AMD EPYC 7443 24-Core

73rd

2585 ^{+/- 34}

AMD EPYC 74F3 24-Core

72nd

2581 ^{+/- 12}

AMD Ryzen Threadripper 3960X 24-Core

72nd

2581 ^{+/- 10}

AMD Ryzen 3 3300X 4-Core

72nd

2580 ^{+/- 12}

Intel Core i7-7700K

72nd

2576 ^{+/- 13}

AMD Ryzen 7 3700X 8-Core

70th

2570 ^{+/- 29}

AMD Ryzen 5 3600XT 6-Core

68th

2549 ^{+/- 14}

AMD Ryzen Threadripper 3970X 32-Core

67th

2544 ^{+/- 3}

AMD EPYC 7343 16-Core

67th

2535 ^{+/- 19}

Intel Core i9-10980XE

66th

2530 ^{+/- 64}

Intel Core i7-9750H

65th

2508 ^{+/- 57}

AMD Ryzen Threadripper 3990X 64-Core

65th

2482 ^{+/- 15}

AMD EPYC 7713 64-Core

65th

2429 ^{+/- 114}

AMD EPYC 7763 64-Core

65th

2428 ^{+/- 198}

2 x Intel Xeon Platinum 8380

64th

2419

AMD EPYC 7543 32-Core

63rd

2403 ^{+/- 4}

2 x AMD EPYC 7543 32-Core

62nd

2392 ^{+/- 9}

Intel Core i5-7600K

61st

2387 ^{+/- 17}

Intel Xeon E3-1275 v6

61st

2382 ^{+/- 17}

2 x AMD EPYC 7513 32-Core

59th

2361 ^{+/- 8}

2 x AMD EPYC 7713 64-Core

58th

2339 ^{+/- 11}

AMD Ryzen 7 3800XT 8-Core

56th

2333 ^{+/- 23}

AMD Ryzen 5 3400G

55th

2329 ^{+/- 8}

Intel Core i5-9400F

55th

2323 ^{+/- 15}

2 x AMD EPYC 7F52 16-Core

54th

2320 ^{+/- 11}

AMD EPYC 7F52 16-Core

52nd

2307 ^{+/- 18}

AMD Ryzen Threadripper 2990WX 32-Core

51st

2298 ^{+/- 16}

Median

50th

2294

Intel Core i7-8565U

50th

2293 ^{+/- 29}

AMD Ryzen 5 4500U

50th

2293 ^{+/- 3}

AMD EPYC 7F32 8-Core

50th

2291 ^{+/- 13}

Intel Core i5-8400

49th

2284 ^{+/- 8}

Intel Xeon E3-1280 v5

48th

2272 ^{+/- 12}

2 x Intel Xeon Platinum 8280

45th

2245 ^{+/- 21}

2 x AMD EPYC 7763 64-Core

44th

2238 ^{+/- 19}

Intel Xeon Platinum 8280

42nd

2227 ^{+/- 14}

Intel Xeon E3-1245 v5

42nd

2224 ^{+/- 14}

2 x Intel Xeon Gold 5220R

41st

2219 ^{+/- 17}

Intel Core i7-7740K

41st

2218 ^{+/- 10}

Intel Core i9-7980XE

40th

2217 ^{+/- 6}

Intel Xeon Gold 6258R

39th

2213 ^{+/- 8}

AMD Ryzen 7 2700 Eight-Core

39th

2209 ^{+/- 21}

Intel Xeon Gold 6226R

38th

2204 ^{+/- 5}

Intel Xeon Gold 5220R

38th

2204 ^{+/- 13}

Intel Core i7-8550U

36th

2189 ^{+/- 29}

AMD Ryzen 7 1800X Eight-Core

35th

2183 ^{+/- 5}

Intel Xeon E-2278GEL

35th

2183 ^{+/- 3}

Ampere Altra ARMv8 Neoverse-N1 160-Core

34th

2178 ^{+/- 51}

2 x AMD EPYC 7F72 24-Core

34th

2171 ^{+/- 23}

Intel Xeon E3-1260L v5

34th

2171 ^{+/- 8}

Intel Core i3-7100

32nd

2154 ^{+/- 4}

Intel Xeon E3-1240 v5

31st

2136 ^{+/- 7}

Intel Xeon E3-1270 v5

31st

2134 ^{+/- 14}

Intel Core i7-4790K

30th

2109 ^{+/- 16}

Intel Core i7-10700T

29th

2098 ^{+/- 12}

AMD Ryzen 3 1300X

29th

2094 ^{+/- 7}

Intel Core i3-8100

28th

2059 ^{+/- 17}

Intel Core i7-6800K

27th

2041 ^{+/- 10}

Intel Core i5-6500

26th

2034 ^{+/- 4}

Low-Tier

25th

< 2027

AMD Ryzen Threadripper 2950X 16-Core

25th

2023 ^{+/- 14}

AMD EPYC 7542 32-Core

25th

2018 ^{+/- 4}

2 x AMD EPYC 7742 64-Core

24th

2014 ^{+/- 9}

AMD EPYC 7742 64-Core

24th

2012 ^{+/- 10}

AMD EPYC 7502P 32-Core

22nd

1987 ^{+/- 5}

AMD EPYC 7402P 24-Core

21st

1984 ^{+/- 15}

AMD EPYC 7702 64-Core

20th

1967 ^{+/- 12}

AMD EPYC 7662 64-Core

19th

1961 ^{+/- 12}

AMD EPYC 7302P 16-Core

19th

1955 ^{+/- 5}

AMD EPYC 7552 48-Core

18th

1952 ^{+/- 14}

AMD EPYC 7642 48-Core

18th

1949 ^{+/- 9}

AMD EPYC 7532 32-Core

16th

1927 ^{+/- 11}

AMD Ryzen 3 3200U

15th

1897 ^{+/- 15}

AMD EPYC 7272 12-Core

15th

1897 ^{+/- 8}

AMD EPYC 7232P 8-Core

15th

1896 ^{+/- 8}

AMD EPYC 7282 16-Core

14th

1893 ^{+/- 14}

Intel Core i7-4770K

13th

1879 ^{+/- 13}

Intel Core i7-5775C

12th

1838 ^{+/- 131}

Intel Core i5-4670

12th

1836 ^{+/- 7}

AMD Ryzen 7 1700 Eight-Core

12th

1818 ^{+/- 5}

Intel Xeon E5-1680 v3

11th

1806 ^{+/- 3}

AMD EPYC 7601 32-Core

10th

1784 ^{+/- 2}

2 x AMD EPYC 7601 32-Core

10th

1783 ^{+/- 9}

Intel Core i7-5600U

8th

1737 ^{+/- 7}

Intel Xeon E3-1235L v5

8th

1707 ^{+/- 13}

Intel Xeon E5-2687W v3

7th

1691 ^{+/- 1}

Intel Core i3-4130

6th

1578 ^{+/- 3}

Intel Core i7-3770K

6th

1569 ^{+/- 2}

Intel Core i7-4960X

5th

1561 ^{+/- 7}

Intel Xeon Silver 4216

4th

1541 ^{+/- 27}

Intel Core i5-3470

4th

1434 ^{+/- 5}

AMD EPYC 7551 32-Core

3rd

1392 ^{+/- 2}

Intel Core i7-2700K

3rd

1361 ^{+/- 28}

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 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.

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

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 VBROADCASTSD VPERMILPD VEXTRACTF128 VINSERTF128 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 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.

Xeon Platinum 8380 2P 1 System - 732 Benchmark Results	2 x Intel Xeon Platinum 8380 - Intel M50CYP2SB2U - Intel Device 0998 Ubuntu 20.04 - 5.11.6-051106-generic - GNOME Shell 3.36.4
Clear Linux vs. Ubuntu 21.04 Benchmarks 3 Systems - 101 Benchmark Results	Intel Core i9-10980XE - ASRock X299 Steel Legend - Intel Sky Lake-E DMI3 Registers Ubuntu 21.04 - 5.11.0-16-generic - GNOME Shell 3.38.4
Clear Linux April 2021 Intel Core i9 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
Clear Linux April 2021 Intel Core i9 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
Linux 5.12 Dynamic Preemppt 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
5900X AMD Linux 5.12 KFence Overhead Test 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
Intel Core i5 11600K + Core i9 11900K Linux Performance 10 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
EPYC 7763 LLVM Clang Compiler Tests Featured Compiler Comparison	Clang 12.0.0-++20210409092622+fa0971b87fb2-1~exp1~20210409193326.73 - Clang 11.0.0-2~ubuntu20.04.1 - GCC 9.3.0 - GCC 10.3.0 - GCC 11.0.1 20210413 - Clang 12.0.0
EPYC 7763 LLVM Clang Compiler Tests Featured Compiler Comparison	Clang 12.0.0-++20210409092622+fa0971b87fb2-1~exp1~20210409193326.73 - Clang 11.0.0-2~ubuntu20.04.1
EPYC 7763 LLVM Clang Compiler Tests Featured Compiler Comparison	Clang 12.0.0-++20210409092622+fa0971b87fb2-1~exp1~20210409193326.73 - Clang 11.0.0-2~ubuntu20.04.1
Microsoft Azure EPYC 7003 HBv3 Benchmarks 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
Microsoft Azure EPYC 7003 HBv3 Benchmarks 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

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 - 5.8.0-33-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
xeon-crypt 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
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
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
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
5800X march 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

QuantLib

Project Site

Test Created

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