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, 11 Seconds

Average Run Time

2 Minutes, 20 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/quantlib2021.012021.022021.032021.042021.052021.062021.072021.082021.092021.102004006008001000
* 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 13 October 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 764 public results since 20 January 2021 with the latest data as of 16 October 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)
99th
20
3430 +/- 212
98th
24
3338 +/- 200
96th
4
3286 +/- 119
95th
7
3241 +/- 62
94th
31
3195 +/- 139
90th
12
3127 +/- 18
88th
9
3113 +/- 7
86th
10
3097 +/- 31
84th
13
3037 +/- 267
84th
5
2981 +/- 9
83rd
7
2942 +/- 38
82nd
4
2894 +/- 12
81st
3
2873 +/- 3
81st
3
2872 +/- 3
79th
6
2798 +/- 90
79th
4
2790 +/- 18
79th
7
2751 +/- 53
78th
3
2749 +/- 14
78th
15
2710 +/- 194
77th
3
2696 +/- 7
Mid-Tier
75th
< 2647
75th
10
2630 +/- 240
73rd
5
2614 +/- 39
72nd
8
2605 +/- 27
72nd
5
2605 +/- 15
69th
5
2581 +/- 12
69th
4
2580 +/- 12
68th
3
2576 +/- 13
67th
13
2573 +/- 98
66th
4
2570 +/- 29
64th
3
2535 +/- 19
62nd
5
2485 +/- 71
62nd
6
2429 +/- 114
62nd
11
2428 +/- 198
61st
11
2417 +/- 153
58th
3
2387 +/- 17
58th
3
2382 +/- 17
53rd
5
2329 +/- 8
53rd
4
2324 +/- 7
53rd
3
2323 +/- 15
Median
50th
2308
49th
6
2293 +/- 26
48th
6
2291 +/- 5
48th
5
2291 +/- 13
47th
3
2284 +/- 8
46th
4
2272 +/- 12
45th
3
2269 +/- 145
41st
12
2238 +/- 19
39th
3
2227 +/- 14
39th
3
2224 +/- 14
37th
3
2218 +/- 10
37th
5
2217 +/- 6
36th
3
2213 +/- 8
35th
3
2204 +/- 13
35th
3
2204 +/- 5
33rd
4
2189 +/- 29
32nd
6
2182 +/- 3
31st
14
2177 +/- 128
31st
4
2171 +/- 8
31st
10
2171 +/- 23
30th
3
2154 +/- 4
29th
3
2136 +/- 7
29th
3
2134 +/- 14
28th
19
2119 +/- 127
27th
3
2109 +/- 16
27th
5
2106 +/- 19
27th
11
2098 +/- 12
27th
4
2094 +/- 7
Low-Tier
25th
< 2078
25th
3
2059 +/- 17
25th
4
2041 +/- 10
24th
3
2034 +/- 4
23rd
4
2018 +/- 4
20th
5
1987 +/- 5
20th
5
1984 +/- 15
18th
8
1967 +/- 12
18th
5
1961 +/- 12
17th
5
1955 +/- 5
17th
5
1952 +/- 14
17th
4
1949 +/- 9
16th
5
1927 +/- 11
14th
5
1897 +/- 8
14th
3
1897 +/- 15
14th
5
1896 +/- 8
14th
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
4
1737 +/- 7
7th
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
2nd
3
1046 +/- 20
OpenBenchmarking.orgDistribution Of Public Results743 Results Range From 1028 To 4039 MFLOPS1028108911501211127213331394145515161577163816991760182118821943200420652126218722482309237024312492255326142675273627972858291929803041310231633224328533463407346835293590365137123773383438953956401740781530456075

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: 1.84 / Max: 7

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: 0.63 / 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 Scaling468121618243248641280.67081.34162.01242.68323.354

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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10 Systems - 259 Benchmark Results

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

Ubuntu 21.04 - 5.11.0-25-generic - GNOME Shell 3.38.4

2 Systems - 103 Benchmark Results

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Ubuntu 20.04 - 5.14.0-rc1-folio - GNOME Shell 3.36.4

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