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

Last Updated

20 January 2021

Test Maintainer

Michael Larabel 

Test Type

Processor

Average Install Time

6 Minutes, 19 Seconds

Average Run Time

2 Minutes, 25 Seconds

Test Dependencies

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

Supported Platforms


Public Result UploadsReported Installs*Test Completions*OpenBenchmarking.orgEventsQuantLib Popularity Statisticspts/quantlib2021.012021.022021.032021.04100200300400500
* 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 Sat, 17 Apr 2021 05:26:56 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 582 public results since 20 January 2021 with the latest data as of 17 April 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
11
3319 +/- 10
97th
5
3275 +/- 27
96th
3
3247 +/- 109
94th
26
3196 +/- 148
94th
10
3178 +/- 186
94th
10
3177 +/- 35
87th
5
3089 +/- 43
86th
7
2942 +/- 38
84th
4
2894 +/- 12
83rd
3
2873 +/- 3
83rd
3
2872 +/- 3
82nd
6
2798 +/- 90
81st
4
2790 +/- 18
81st
6
2752 +/- 58
81st
3
2749 +/- 14
79th
3
2696 +/- 7
79th
11
2673 +/- 160
77th
4
2627 +/- 31
Mid-Tier
75th
< 2613
75th
6
2607 +/- 30
72nd
4
2580 +/- 12
72nd
3
2576 +/- 13
70th
4
2570 +/- 29
70th
5
2563 +/- 22
66th
4
2508 +/- 57
66th
9
2467 +/- 198
66th
4
2460 +/- 134
63rd
3
2387 +/- 17
63rd
3
2382 +/- 17
59th
5
2329 +/- 8
59th
3
2323 +/- 15
56th
7
2307 +/- 18
54th
5
2293 +/- 29
54th
5
2293 +/- 3
54th
5
2291 +/- 13
53rd
3
2284 +/- 8
51st
4
2272 +/- 12
Median
50th
2261
49th
10
2239 +/- 19
46th
3
2227 +/- 14
46th
3
2224 +/- 14
45th
3
2218 +/- 10
44th
5
2217 +/- 6
44th
3
2213 +/- 8
42nd
3
2204 +/- 5
42nd
3
2204 +/- 13
40th
4
2189 +/- 29
39th
5
2183 +/- 3
37th
4
2171 +/- 8
37th
10
2171 +/- 23
36th
3
2154 +/- 4
34th
3
2136 +/- 7
34th
3
2134 +/- 14
33rd
3
2109 +/- 16
33rd
11
2098 +/- 12
32nd
4
2094 +/- 7
31st
3
2059 +/- 17
30th
4
2041 +/- 10
29th
3
2034 +/- 4
28th
4
2018 +/- 4
26th
5
2012 +/- 10
Low-Tier
25th
< 2006
24th
5
1987 +/- 5
23rd
5
1984 +/- 15
22nd
8
1967 +/- 12
21st
5
1961 +/- 12
20th
5
1955 +/- 5
20th
5
1952 +/- 14
19th
4
1949 +/- 9
18th
5
1927 +/- 11
17th
5
1897 +/- 8
17th
3
1897 +/- 15
17th
5
1896 +/- 8
16th
5
1893 +/- 14
14th
3
1879 +/- 13
14th
4
1838 +/- 131
14th
3
1836 +/- 7
12th
3
1806 +/- 3
11th
3
1784 +/- 2
9th
4
1737 +/- 7
8th
3
1707 +/- 13
7th
4
1578 +/- 3
7th
3
1569 +/- 2
6th
3
1561 +/- 7
5th
7
1541 +/- 27
4th
3
1434 +/- 5
3rd
4
1392 +/- 2
3rd
3
1361 +/- 28
OpenBenchmarking.orgDistribution Of Public Results582 Results Range From 1248 To 3711 MFLOPS1248129813481398144814981548159816481698174817981848189819481998204820982148219822482298234823982448249825482598264826982748279828482898294829983048309831483198324832983348339834483498354835983648369837481020304050

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-Time3691215Min: 1 / Avg: 1.89 / Max: 7

Based on public OpenBenchmarking.org results, the selected test / test configuration has an average standard deviation of 0.7%.

OpenBenchmarking.orgPercent, Fewer Is BetterAverage Deviation Between RunsDeviation246810Min: 0 / Avg: 0.67 / 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 Scaling4681216183248641280.48750.9751.46251.952.4375

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 VPERMILPD VBROADCASTSD VEXTRACTF128 VINSERTF128 VBROADCASTSS VPERM2F128
Used by default on supported hardware.
Found on Intel processors since Haswell (2013).
Found on AMD processors since Excavator (2016).

 
VINSERTI128 VEXTRACTI128 VPERMPD VPBROADCASTD VPBROADCASTQ VPERM2I128 VPERMQ VPMASKMOVD
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 VFNMSUB132SD VFMSUB213SD VFNMADD231SD VFNMADD213SD VFNMSUB231SD VFMSUB132PD VFNMADD132PD VFNMSUB213SD VFNMADD213PD VFNMADD231PD
Last automated analysis: 31 January 2021

This test profile binary relies on the shared libraries libQuantLib.so, libm.so.6, libc.so.6, libpthread.so.0.

Recent Test Results

OpenBenchmarking.org Results Compare

3 Systems - 95 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

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

12 Systems - 453 Benchmark Results

Intel Core i5-11600K - ASUS ROG MAXIMUS XIII HERO - Intel Device 43ef

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

9 Systems - 442 Benchmark Results

AMD Ryzen 9 5950X 16-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship

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

26 Systems - 438 Benchmark Results

AMD EPYC 7542 32-Core - ASRockRack EPYCD8 - AMD Starship

Ubuntu 20.04 - 5.11.0-051100rc6daily20210201-generic - GNOME Shell 3.36.4

1 System - 323 Benchmark Results

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

25 Systems - 438 Benchmark Results

Intel Xeon Gold 6258R - GIGABYTE MD61-SC2-00 v01000100 - Intel Sky Lake-E DMI3 Registers

Ubuntu 20.04 - 5.11.0-051100rc6daily20210201-generic - GNOME Shell 3.36.4

4 Systems - 179 Benchmark Results

Intel Core i5-11600K - ASUS ROG MAXIMUS XIII HERO - Intel Device 43ef

Ubuntu 20.04 - 5.10.13-051013-lowlatency - GNOME Shell 3.36.4

8 Systems - 439 Benchmark Results

Intel Core i9-11900K - ASUS ROG MAXIMUS XIII HERO - Intel Tiger Lake-H

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

Most Popular Test Results

OpenBenchmarking.org Results Compare

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Intel Xeon E-2278GEL - Logic Supply RXM-181 - Intel Cannon 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

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

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

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

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

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 - 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 - 15 Benchmark Results

Intel Core i9-10900K - Gigabyte Z490 AORUS MASTER - Intel Comet Lake PCH

Ubuntu 20.10 - 5.11.0-051100rc2daily20210106-generic - GNOME Shell 3.38.1

3 Systems - 48 Benchmark Results

2 x Intel Xeon Platinum 8280 - GIGABYTE MD61-SC2-00 v01000100 - Intel Sky Lake-E DMI3 Registers

Ubuntu 20.04 - 5.4.0-18-generic - GNOME Shell 3.36.0

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