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

* 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)

Intel Core i9-11900K

99th

3430 ^{+/- 212}

AMD Ryzen 9 5950X 16-Core

98th

3338 ^{+/- 200}

Intel Core i7-11700K

96th

3286 ^{+/- 119}

Intel Core i5-11600K

95th

3241 ^{+/- 62}

AMD Ryzen 9 5900X 12-Core

94th

3195 ^{+/- 139}

AMD Ryzen 5 5600X 6-Core

90th

3127 ^{+/- 18}

AMD Ryzen 7 5700G

88th

3113 ^{+/- 7}

Intel Core i7-1165G7

86th

3097 ^{+/- 31}

AMD Ryzen 7 5800X 8-Core

84th

3037 ^{+/- 267}

AMD Ryzen 5 5600G

84th

2981 ^{+/- 9}

Intel Core i9-10900K

83rd

2942 ^{+/- 38}

Intel Core i7-8086K

82nd

2894 ^{+/- 12}

Intel Core i9-9900K

81st

2873 ^{+/- 3}

Intel Core i9-9900KS

81st

2872 ^{+/- 3}

Intel Core i9-10885H

79th

2798 ^{+/- 90}

Intel Xeon E-2288G

79th

2790 ^{+/- 18}

Intel Core i5-10600K

79th

2751 ^{+/- 53}

Intel Core i7-7900X

78th

2749 ^{+/- 14}

2 x AMD EPYC 75F3 32-Core

78th

2710 ^{+/- 194}

Intel Core i7-8700K

77th

2696 ^{+/- 7}

Mid-Tier

75th

< 2647

AMD EPYC 7543 32-Core

75th

2630 ^{+/- 240}

Intel Core i7-1065G7

73rd

2614 ^{+/- 39}

AMD EPYC 75F3 32-Core

72nd

2605 ^{+/- 27}

AMD EPYC 73F3 16-Core

72nd

2605 ^{+/- 15}

AMD Ryzen 9 3900X 12-Core

72nd

2605 ^{+/- 61}

AMD Ryzen 9 3950X 16-Core

71st

2597 ^{+/- 19}

AMD Ryzen 9 3900XT 12-Core

71st

2597 ^{+/- 54}

2 x AMD EPYC 73F3 16-Core

71st

2591 ^{+/- 18}

2 x AMD EPYC 7443 24-Core

70th

2585 ^{+/- 34}

AMD Ryzen Threadripper 3960X 24-Core

69th

2581 ^{+/- 10}

AMD EPYC 74F3 24-Core

69th

2581 ^{+/- 12}

AMD Ryzen 3 3300X 4-Core

69th

2580 ^{+/- 12}

Intel Core i7-7700K

68th

2576 ^{+/- 13}

Intel Core i9-10980XE

67th

2573 ^{+/- 98}

AMD Ryzen 7 3700X 8-Core

66th

2570 ^{+/- 29}

AMD Ryzen 5 3600XT 6-Core

65th

2549 ^{+/- 14}

AMD Ryzen Threadripper 3970X 32-Core

64th

2544 ^{+/- 3}

AMD EPYC 7343 16-Core

64th

2535 ^{+/- 19}

2 x Intel Xeon Platinum 8380

63rd

2524 ^{+/- 114}

Intel Core i7-9750H

62nd

2485 ^{+/- 71}

AMD Ryzen Threadripper 3990X 64-Core

62nd

2482 ^{+/- 15}

AMD EPYC 7713 64-Core

62nd

2429 ^{+/- 114}

AMD EPYC 7763 64-Core

62nd

2428 ^{+/- 198}

AMD EPYC 7F52 16-Core

61st

2417 ^{+/- 153}

2 x AMD EPYC 7543 32-Core

59th

2392 ^{+/- 9}

Intel Core i5-7600K

58th

2387 ^{+/- 17}

Intel Xeon E3-1275 v6

58th

2382 ^{+/- 17}

2 x AMD EPYC 7513 32-Core

57th

2361 ^{+/- 8}

2 x AMD EPYC 7713 64-Core

55th

2339 ^{+/- 11}

AMD Ryzen 7 3800XT 8-Core

54th

2333 ^{+/- 23}

AMD Ryzen 5 3400G

53rd

2329 ^{+/- 8}

AMD Ryzen 5 5500U

53rd

2324 ^{+/- 7}

Intel Core i5-9400F

53rd

2323 ^{+/- 15}

2 x AMD EPYC 7F52 16-Core

52nd

2320 ^{+/- 11}

Median

50th

2308

AMD Ryzen Threadripper 2990WX 32-Core

49th

2298 ^{+/- 16}

Intel Core i7-8565U

49th

2293 ^{+/- 26}

AMD Ryzen 5 4500U

48th

2291 ^{+/- 5}

AMD EPYC 7F32 8-Core

48th

2291 ^{+/- 13}

Intel Core i5-8400

47th

2284 ^{+/- 8}

Intel Xeon E3-1280 v5

46th

2272 ^{+/- 12}

AMD Ryzen 7 4700U

45th

2269 ^{+/- 145}

2 x Intel Xeon Platinum 8280

42nd

2245 ^{+/- 21}

2 x AMD EPYC 7763 64-Core

41st

2238 ^{+/- 19}

Intel Xeon Platinum 8280

39th

2227 ^{+/- 14}

2 x AMD EPYC 7453 28-Core

39th

2227 ^{+/- 15}

Intel Xeon E3-1245 v5

39th

2224 ^{+/- 14}

2 x Intel Xeon Gold 5220R

38th

2219 ^{+/- 17}

Intel Core i7-7740K

37th

2218 ^{+/- 10}

Intel Core i9-7980XE

37th

2217 ^{+/- 6}

Intel Xeon Gold 6258R

36th

2213 ^{+/- 8}

AMD Ryzen 7 2700 Eight-Core

36th

2209 ^{+/- 21}

Intel Xeon Gold 5220R

35th

2204 ^{+/- 13}

Intel Xeon Gold 6226R

35th

2204 ^{+/- 5}

Intel Core i7-8550U

33rd

2189 ^{+/- 29}

AMD Ryzen 7 1800X Eight-Core

32nd

2183 ^{+/- 5}

Intel Xeon E-2278GEL

32nd

2182 ^{+/- 3}

Ampere Altra ARMv8 Neoverse-N1 160-Core

31st

2178 ^{+/- 51}

AMD EPYC 7742 64-Core

31st

2177 ^{+/- 128}

Intel Xeon E3-1260L v5

31st

2171 ^{+/- 8}

2 x AMD EPYC 7F72 24-Core

31st

2171 ^{+/- 23}

Intel Core i3-7100

30th

2154 ^{+/- 4}

Intel Xeon E3-1240 v5

29th

2136 ^{+/- 7}

Intel Xeon E3-1270 v5

29th

2134 ^{+/- 14}

2 x AMD EPYC 7742 64-Core

28th

2119 ^{+/- 127}

Intel Core i7-4790K

27th

2109 ^{+/- 16}

AMD Ryzen 5 2400G

27th

2106 ^{+/- 19}

Intel Core i7-10700T

27th

2098 ^{+/- 12}

AMD Ryzen 3 1300X

27th

2094 ^{+/- 7}

Low-Tier

25th

< 2078

Intel Core i3-8100

25th

2059 ^{+/- 17}

Intel Core i7-6800K

25th

2041 ^{+/- 10}

Intel Core i5-6500

24th

2034 ^{+/- 4}

AMD Ryzen Threadripper 2950X 16-Core

23rd

2023 ^{+/- 14}

AMD EPYC 7542 32-Core

23rd

2018 ^{+/- 4}

AMD EPYC 7502P 32-Core

20th

1987 ^{+/- 5}

AMD EPYC 7402P 24-Core

20th

1984 ^{+/- 15}

AMD EPYC 7702 64-Core

18th

1967 ^{+/- 12}

AMD EPYC 7662 64-Core

18th

1961 ^{+/- 12}

AMD EPYC 7302P 16-Core

17th

1955 ^{+/- 5}

AMD EPYC 7552 48-Core

17th

1952 ^{+/- 14}

AMD EPYC 7642 48-Core

17th

1949 ^{+/- 9}

AMD EPYC 7532 32-Core

16th

1927 ^{+/- 11}

AMD EPYC 7272 12-Core

14th

1897 ^{+/- 8}

AMD Ryzen 3 3200U

14th

1897 ^{+/- 15}

AMD EPYC 7232P 8-Core

14th

1896 ^{+/- 8}

AMD EPYC 7282 16-Core

14th

1893 ^{+/- 14}

Intel Core i7-4770K

12th

1879 ^{+/- 13}

AMD Ryzen 3 2200G

12th

1873 ^{+/- 17}

AMD Ryzen 7 1700 Eight-Core

12th

1847 ^{+/- 51}

Intel Core i7-5775C

11th

1838 ^{+/- 131}

Intel Core i5-4670

11th

1836 ^{+/- 7}

Intel Xeon E5-1680 v3

10th

1806 ^{+/- 3}

AMD EPYC 7601 32-Core

9th

1784 ^{+/- 2}

2 x AMD EPYC 7601 32-Core

9th

1783 ^{+/- 9}

Intel Core i7-5600U

8th

1737 ^{+/- 7}

Intel Xeon E3-1235L v5

7th

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

3rd

1252 ^{+/- 6}

AMD FX-8150 Eight-Core

2nd

1046 ^{+/- 20}

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.

amd-epyc- 7742 Linux 3 Systems - 326 Benchmark Results	AMD EPYC 7742 64-Core - Supermicro H11DSi-NT v2.00 - AMD Starship Ubuntu 21.10 - 5.13.0-19-generic - GNOME Shell 40.5
AMD EPYC Rome 4 Systems - 318 Benchmark Results	AMD EPYC 7F52 16-Core - Supermicro H11DSi-NT v2.00 - AMD Starship Ubuntu 21.10 - 5.13.0-19-generic - GNOME Shell 40.5
Linux 5.15 Intel Tiger Lake Benchmarks Featured Kernel Comparison	5.13.0-051300-generic - 5.14.0-051400-generic - 5.15.0-rc1-phx
Ubuntu 21.04 Rocket Lake 1 System - 117 Benchmark Results	Intel Core i9-11900K - ASUS ROG MAXIMUS XIII HERO - Intel Device 43ef Ubuntu 21.04 - 5.11.0-31-generic - GNOME Shell 3.38.4
Initial Intel Xeon Platinum 8380 2P Benchmarks 11 Systems - 260 Benchmark Results	2 x Intel Xeon Platinum 8280 - GIGABYTE MD61-SC2-00 v01000100 - Intel Sky Lake-E DMI3 Registers Ubuntu 20.04 - 5.11.0-051100rc6daily20210201-generic - GNOME Shell 3.36.4
ryzen-7-5700g-linux-benchmarks 8 Systems - 267 Benchmark Results	AMD Ryzen 7 5700G - ASUS TUF GAMING B550M-PLUS - AMD Renoir Root Complex Ubuntu 21.04 - 5.11.0-25-generic - GNOME Shell 3.38.4
5950X GCC 11 PGO 2 Systems - 106 Benchmark Results	AMD Ryzen 9 5950X 16-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 21.10 - 5.13.0-14-generic - GNOME Shell 40.2
Initial Intel Xeon Platinum 8380 2P Benchmarks 10 Systems - 259 Benchmark Results	2 x Intel Xeon Platinum 8380 - Intel M50CYP2SB2U - Intel Device 0998 Ubuntu 20.04 - 5.11.0-051100-generic - GNOME Shell 3.36.4
AMD Ryzen 7 5700G Linux Benchmarks 2 Systems - 237 Benchmark Results	AMD Ryzen 7 5700G - ASUS TUF GAMING B550M-PLUS - AMD Renoir Root Complex Ubuntu 21.04 - 5.11.0-25-generic - GNOME Shell 3.38.4
Amazon EC2 m6i.8xlarge 2 Systems - 56 Benchmark Results	Intel Xeon Platinum 8259CL - Amazon EC2 m5.8xlarge - Intel 440FX 82441FX PMC Ubuntu 20.04 - 5.4.0-1045-aws - 1.0.2
Amazon EC2 m6i.8xlarge 1 System - 56 Benchmark Results	Intel Xeon Platinum 8375C - Amazon EC2 m6i.8xlarge - Intel 440FX 82441FX PMC Ubuntu 20.04 - 5.4.0-1045-aws - 1.0.2
Linux CPUs August 2021 1 System - 216 Benchmark Results	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
CPUs Linux Desktop 1 System - 83 Benchmark Results	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
Xeon Platinum 8380 2 Systems - 103 Benchmark Results	2 x Intel Xeon Platinum 8380 - Intel M50CYP2SB2U - Intel Device 0998 Ubuntu 20.04 - 5.14.0-rc1-folio - GNOME Shell 3.36.4
Intel oneAPI DPC++ Compiler 2 Systems - 82 Benchmark Results	Intel Core i9-11900K - ASUS ROG MAXIMUS XIII HERO - Intel Device 43ef Ubuntu 21.04 - 5.11.0-25-generic - GNOME Shell 3.38.4

OnLogic Helix 500 Linux benchmarks 2 Systems - 151 Benchmark Results	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
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
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
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
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
Intel Core i5 11600K + Core i9 11900K Linux Performance 8 Systems - 439 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
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
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
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
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
i5 11600k 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
TR 3960X Feb 2021 3 Systems - 75 Benchmark Results	AMD Ryzen Threadripper 3960X 24-Core - MSI Creator TRX40 - AMD Starship Ubuntu 20.04 - 5.9.0-rc5-14sep-patch - GNOME Shell 3.36.4
AMD EPYC 7F72 2P Linux 5.11 3 Systems - 376 Benchmark Results	2 x AMD EPYC 7F72 24-Core - Supermicro H11DSi-NT v2.00 - AMD Starship Ubuntu 20.10 - 5.11.0-051100rc4daily20210122-generic - GNOME Shell 3.38.1
AMD EPYC 7003 Linux Benchmarks 26 Systems - 438 Benchmark Results	2 x AMD EPYC 7763 64-Core - AMD DAYTONA_X - AMD Starship Ubuntu 20.04 - 5.11.0-051100rc6daily20210201-generic - GNOME Shell 3.36.4

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