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, 8 Seconds

Average Run Time

2 Minutes, 19 Seconds

Test Dependencies

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

Supported Platforms


Public Result Uploads *Reported Installs **Reported Test Completions **Test Profile Page Views ***OpenBenchmarking.orgEventsQuantLib Popularity Statisticspts/quantlib2021.012021.022021.032021.042021.052021.062021.072021.082021.092021.102021.112021.1230060090012001500
* 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 current as of 5 December 2021.

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 826 public results since 20 January 2021 with the latest data as of 3 December 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
# Compatible Public Results
MFLOPS (Average)
100th
6
4546 +/- 125
100th
8
4374 +/- 76
95th
22
3480 +/- 258
95th
34
3435 +/- 227
94th
9
3340 +/- 203
92nd
4
3286 +/- 119
91st
34
3224 +/- 164
91st
14
3222 +/- 196
84th
15
3117 +/- 325
84th
9
3113 +/- 7
82nd
10
3097 +/- 31
81st
9
3000 +/- 121
80th
5
2981 +/- 9
77th
4
2894 +/- 12
77th
3
2873 +/- 3
77th
3
2872 +/- 3
Mid-Tier
75th
< 2839
75th
6
2798 +/- 90
75th
4
2790 +/- 18
75th
21
2789 +/- 207
74th
15
2763 +/- 176
74th
7
2751 +/- 53
74th
3
2749 +/- 14
73rd
3
2696 +/- 7
71st
10
2630 +/- 240
69th
5
2614 +/- 39
68th
5
2605 +/- 15
67th
14
2594 +/- 122
65th
5
2581 +/- 12
65th
4
2580 +/- 12
65th
3
2576 +/- 13
63rd
4
2570 +/- 29
60th
3
2535 +/- 19
59th
5
2485 +/- 71
58th
6
2429 +/- 114
58th
11
2428 +/- 198
58th
11
2417 +/- 153
55th
3
2387 +/- 17
55th
3
2382 +/- 17
51st
5
2329 +/- 8
Median
50th
2326
50th
4
2324 +/- 7
50th
3
2323 +/- 15
46th
6
2293 +/- 26
46th
5
2291 +/- 13
46th
6
2291 +/- 5
45th
3
2284 +/- 8
43rd
4
2272 +/- 12
43rd
3
2269 +/- 145
39th
12
2238 +/- 19
36th
3
2227 +/- 14
36th
3
2224 +/- 14
35th
3
2218 +/- 10
35th
5
2217 +/- 6
34th
3
2213 +/- 8
33rd
3
2204 +/- 5
33rd
3
2204 +/- 13
31st
4
2189 +/- 29
30th
6
2182 +/- 3
29th
14
2177 +/- 128
29th
4
2171 +/- 8
29th
10
2171 +/- 23
28th
3
2154 +/- 4
27th
3
2136 +/- 7
27th
3
2134 +/- 14
27th
19
2119 +/- 127
26th
3
2109 +/- 16
26th
5
2106 +/- 19
Low-Tier
25th
< 2102
25th
11
2098 +/- 12
25th
4
2094 +/- 7
24th
3
2059 +/- 17
24th
4
2041 +/- 10
23rd
3
2034 +/- 4
22nd
4
2018 +/- 4
19th
5
1987 +/- 5
19th
5
1984 +/- 15
18th
8
1967 +/- 12
17th
5
1961 +/- 12
17th
5
1955 +/- 5
16th
5
1952 +/- 14
16th
4
1949 +/- 9
15th
5
1927 +/- 11
14th
5
1897 +/- 8
14th
3
1897 +/- 15
14th
5
1896 +/- 8
13th
5
1893 +/- 14
12th
3
1879 +/- 13
12th
4
1873 +/- 17
11th
4
1838 +/- 131
11th
3
1836 +/- 7
10th
3
1806 +/- 3
9th
3
1784 +/- 2
8th
8
1773 +/- 40
7th
3
1707 +/- 13
6th
4
1578 +/- 3
5th
3
1569 +/- 2
5th
3
1561 +/- 7
4th
7
1541 +/- 27
4th
3
1434 +/- 5
3rd
4
1392 +/- 2
3rd
3
1361 +/- 28
2nd
3
1046 +/- 20
OpenBenchmarking.orgDistribution Of Public Results825 Results Range From 1028 To 4684 MFLOPS10281102117612501324139814721546162016941768184219161990206421382212228623602434250825822656273028042878295230263100317432483322339634703544361836923766384039143988406241364210428443584432450645804654472820406080100

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: 1.81 / 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: 0.61 / 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 Scaling468121618243248641280.6751.352.0252.73.375

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.

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