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. The QuantLib benchmark uses Boost::IPC for parallelism.

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

4 June 2024

Test Maintainer

Michael Larabel 

Test Type

Processor

Average Install Time

4 Minutes, 50 Seconds

Average Run Time

1 Minute, 46 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/quantlib2021.012021.022021.032021.042021.052021.062021.072021.082021.092021.102021.112021.122022.012022.022022.032022.042022.052022.062022.072022.082022.092022.102022.112022.122023.012023.022023.032023.042023.052023.062023.072023.082023.092023.102023.112023.122024.012024.022024.032024.042024.052024.062K4K6K8K10K
* 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 22 June 2024.

Revision History

pts/quantlib-2.0.0   [View Source]   Tue, 04 Jun 2024 14:47:52 GMT
Update against new upstream QuantLib benchmark.

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 1.35-dev

Size: XXS

OpenBenchmarking.org metrics for this test profile configuration based on 25 public results since 4 June 2024 with the latest data as of 23 June 2024.

Additional benchmark metrics will come after OpenBenchmarking.org has collected a sufficient data-set.

OpenBenchmarking.orgDistribution Of Public Results - Size: XXS23 Results Range From 3 To 50 tasks/s3711151923273135394347513691215

Based on OpenBenchmarking.org data, the selected test / test configuration (QuantLib 1.35-dev - Size: XXS) has an average run-time of 22 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 BenchmarkSize: XXSRun-Time918273645Min: 5 / Avg: 21.35 / Max: 42

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
SSE 4.2 (SSE4_2)
Used by default on supported hardware.
Found on Intel processors since at least 2010.
Found on AMD processors since Bulldozer (2011).
 
POPCNT
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 VINSERTF128 VBROADCASTSD 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 VPBROADCASTQ VPBROADCASTB VEXTRACTI128 VPERMQ VPERMPD VPBROADCASTD VGATHERQPD VPGATHERQQ
FMA (FMA)
Used by default on supported hardware.
Found on Intel processors since Haswell (2013).
Found on AMD processors since Bulldozer (2011).
 
VFMADD132SD VFMADD231SD VFMADD213SD VFMSUB132SD VFNMADD132SD VFNMADD231SD VFMADD132PD VFNMADD132PD VFMSUB231SD VFMSUB132PD VFNMADD213SD VFMADD213PD VFMADD231PD VFNMSUB132SD VFMSUB213SD VFMSUB231PD VFNMSUB231SD VFNMSUB213SD VFNMADD231PD VFNMADD213PD
Last automated analysis: 6 June 2024

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)

Recent Test Results

OpenBenchmarking.org Results Compare

3 Systems - 461 Benchmark Results

Snapdragon X Elite X1E78100 Qualcomm Oryon - ASUS S5507QAD - 1 x 16384MB 8448MHz

Microsoft Windows 11 Home Build 26100 - 10.0.26100.863 - 31.0.56.0

3 Systems - 461 Benchmark Results

2 Systems - 516 Benchmark Results

Snapdragon X Elite X1E78100 Qualcomm Oryon - ASUS S5507QAD - 1 x 16384MB 8448MHz

Microsoft Windows 11 Home Build 26100 - 10.0.26100.863 - 31.0.56.0

2 Systems - 1012 Benchmark Results

1 System - 1012 Benchmark Results

2 Systems - 51 Benchmark Results

AMD Ryzen 9 5900HX - ASUS ROG Strix G513QY_G513QY G513QY v1.0 - AMD Renoir

Ubuntu 22.10 - 5.19.0-46-generic - GNOME Shell 43.0

2 Systems - 107 Benchmark Results

AMD Ryzen 7 7840U - PHX Swift SFE16-43 Ray_PEU - AMD Device 14e8

Tuxedo 22.04 - 6.5.0-10022-tuxedo - KDE Plasma 5.27.10

2 Systems - 107 Benchmark Results

AMD Ryzen 7 7840U - PHX Swift SFE16-43 Ray_PEU - AMD Device 14e8

Tuxedo 22.04 - 6.5.0-10022-tuxedo - KDE Plasma 5.27.10

3 Systems - 47 Benchmark Results

AMD Ryzen 7 PRO 6850U - LENOVO ThinkPad X13 Gen 3 21CM0001US - AMD 17h-19h PCIe Root Complex

Fedora Linux 39 - 6.5.7-300.fc39.x86_64 - GNOME Shell 45.0

1 System - 107 Benchmark Results

AMD Ryzen Threadripper 7980X 64-Cores - System76 Thelio Major thelio-major-r5 - AMD [AMD]

FreeBSD - 14.0-RELEASE - Clang 16.0.6

4 Systems - 71 Benchmark Results

AMD Ryzen Threadripper 3970X 32-Core - ASUS ROG ZENITH II EXTREME - AMD Starship

Ubuntu 22.04 - 6.5.0-26-generic - GNOME Shell 42.2

3 Systems - 2 Benchmark Results

AMD Ryzen Threadripper 7980X 64-Cores - System76 Thelio Major - AMD Device 14a4

Ubuntu 24.04 - 6.8.0-060800-generic - GNOME Shell 46.0

3 Systems - 1 Benchmark Result

Intel Core i9-14900K - ASUS PRIME Z790-P WIFI - Intel Raptor Lake-S PCH

Ubuntu 24.04 - 6.8.0-31-generic - GNOME Shell 46.0

2 Systems - 1 Benchmark Result

AMD Ryzen 9 7950X 16-Core - ASUS ROG STRIX X670E-E GAMING WIFI - AMD Device 14d8

Ubuntu 24.04 - 6.8.0-31-generic - GNOME Shell 46.0

22 Systems - 263 Benchmark Results

Intel Xeon 6780E - Quanta Cloud QuantaGrid D55Q-2U S7Q-MB-MPS-MDP - Intel Ice Lake IEH

Ubuntu 24.04 - 6.9.0-060900rc3-generic - GCC 13.2.0

Most Popular Test Results

OpenBenchmarking.org Results Compare

4 Systems - 71 Benchmark Results

AMD Ryzen Threadripper 3970X 32-Core - ASUS ROG ZENITH II EXTREME - AMD Starship

Ubuntu 22.04 - 6.5.0-26-generic - GNOME Shell 42.2

3 Systems - 2 Benchmark Results

AMD Ryzen Threadripper 7980X 64-Cores - System76 Thelio Major - AMD Device 14a4

Ubuntu 24.04 - 6.8.0-060800-generic - GNOME Shell 46.0

2 Systems - 107 Benchmark Results

AMD Ryzen Threadripper 7980X 64-Cores - System76 Thelio Major thelio-major-r5 - AMD [AMD]

FreeBSD - 14.1-RELEASE - Clang 18.1.5

3 Systems - 47 Benchmark Results

AMD Ryzen 7 PRO 6850U - LENOVO ThinkPad X13 Gen 3 21CM0001US - AMD 17h-19h PCIe Root Complex

Fedora Linux 39 - 6.5.7-300.fc39.x86_64 - GNOME Shell 45.0

2 Systems - 107 Benchmark Results

AMD Ryzen 7 7840U - PHX Swift SFE16-43 Ray_PEU - AMD Device 14e8

Tuxedo 22.04 - 6.5.0-10022-tuxedo - KDE Plasma 5.27.10

2 Systems - 107 Benchmark Results

AMD Ryzen 7 7840U - PHX Swift SFE16-43 Ray_PEU - AMD Device 14e8

Tuxedo 22.04 - 6.5.0-10022-tuxedo - KDE Plasma 5.27.10

2 Systems - 51 Benchmark Results

AMD Ryzen 9 5900HX - ASUS ROG Strix G513QY_G513QY G513QY v1.0 - AMD Renoir

Ubuntu 22.10 - 5.19.0-46-generic - GNOME Shell 43.0

2 Systems - 1012 Benchmark Results

1 System - 107 Benchmark Results

AMD Ryzen Threadripper 7980X 64-Cores - System76 Thelio Major thelio-major-r5 - AMD [AMD]

FreeBSD - 14.0-RELEASE - Clang 16.0.6

2 Systems - 1 Benchmark Result

AMD Ryzen 9 7950X 16-Core - ASUS ROG STRIX X670E-E GAMING WIFI - AMD Device 14d8

Ubuntu 24.04 - 6.8.0-31-generic - GNOME Shell 46.0

3 Systems - 1 Benchmark Result

Intel Core i9-14900K - ASUS PRIME Z790-P WIFI - Intel Raptor Lake-S PCH

Ubuntu 24.04 - 6.8.0-31-generic - GNOME Shell 46.0

1 System - 1012 Benchmark Results

2 Systems - 1 Benchmark Result

AMD Ryzen 9 7950X 16-Core - ASUS ROG STRIX X670E-E GAMING WIFI - AMD Device 14d8

Ubuntu 24.04 - 6.8.0-31-generic - GNOME Shell 46.0

3 Systems - 413 Benchmark Results

Intel Core Ultra 7 155H - MTL Swift SFG14-72T Coral_MTH - Intel Device 7e7f

Ubuntu 24.04 - 6.10.0-061000rc4daily20240621-generic - GNOME Shell 46.0
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