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, 21 Seconds

Average Run Time

2 Minutes, 26 Seconds

Test Dependencies

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

Supported Platforms

* 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 Tue, 13 Apr 2021 21:36:41 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 566 public results since 20 January 2021 with the latest data as of 14 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)

AMD Ryzen 9 5950X 16-Core

99th

3351 ^{+/- 214}

Intel Core i9-11900K

98th

3319 ^{+/- 10}

Intel Core i5-11600K

97th

3275 ^{+/- 27}

Intel Core i7-11700K

96th

3247 ^{+/- 109}

AMD Ryzen 9 5900X 12-Core

94th

3196 ^{+/- 148}

AMD Ryzen 5 5600X 6-Core

94th

3178 ^{+/- 186}

AMD Ryzen 7 5800X 8-Core

94th

3177 ^{+/- 35}

Intel Core i7-1165G7

87th

3089 ^{+/- 43}

Intel Core i9-10900K

85th

2942 ^{+/- 38}

Intel Core i7-8086K

84th

2894 ^{+/- 12}

Intel Core i9-9900K

83rd

2873 ^{+/- 3}

Intel Core i9-9900KS

83rd

2872 ^{+/- 3}

Intel Core i9-10885H

81st

2798 ^{+/- 90}

Intel Xeon E-2288G

81st

2790 ^{+/- 18}

Intel Core i5-10600K

80th

2752 ^{+/- 58}

Intel Core i7-7900X

80th

2749 ^{+/- 14}

Intel Core i7-8700K

79th

2696 ^{+/- 7}

2 x AMD EPYC 75F3 32-Core

78th

2682 ^{+/- 165}

Intel Core i7-1065G7

76th

2627 ^{+/- 31}

AMD EPYC 75F3 32-Core

76th

2613 ^{+/- 30}

Mid-Tier

75th

< 2613

AMD Ryzen 9 3900X 12-Core

75th

2605 ^{+/- 61}

AMD Ryzen 9 3900XT 12-Core

74th

2597 ^{+/- 54}

AMD Ryzen 9 3950X 16-Core

74th

2597 ^{+/- 19}

AMD Ryzen Threadripper 3960X 24-Core

72nd

2581 ^{+/- 10}

AMD Ryzen 3 3300X 4-Core

72nd

2580 ^{+/- 12}

Intel Core i7-7700K

71st

2576 ^{+/- 13}

AMD Ryzen 7 3700X 8-Core

70th

2570 ^{+/- 29}

Intel Core i9-10980XE

70th

2563 ^{+/- 22}

AMD Ryzen 5 3600XT 6-Core

69th

2549 ^{+/- 14}

AMD Ryzen Threadripper 3970X 32-Core

68th

2544 ^{+/- 3}

Intel Core i7-9750H

67th

2508 ^{+/- 57}

AMD Ryzen Threadripper 3990X 64-Core

67th

2482 ^{+/- 15}

AMD EPYC 7713 64-Core

66th

2460 ^{+/- 134}

AMD EPYC 7763 64-Core

66th

2457 ^{+/- 212}

Intel Core i5-7600K

64th

2387 ^{+/- 17}

Intel Xeon E3-1275 v6

64th

2382 ^{+/- 17}

2 x AMD EPYC 7713 64-Core

62nd

2343 ^{+/- 12}

AMD Ryzen 7 3800XT 8-Core

61st

2333 ^{+/- 23}

AMD Ryzen 5 3400G

60th

2329 ^{+/- 8}

Intel Core i5-9400F

60th

2323 ^{+/- 15}

2 x AMD EPYC 7F52 16-Core

59th

2320 ^{+/- 11}

AMD EPYC 7F52 16-Core

57th

2307 ^{+/- 18}

AMD Ryzen Threadripper 2990WX 32-Core

56th

2298 ^{+/- 16}

AMD Ryzen 5 4500U

56th

2293 ^{+/- 3}

Intel Core i7-8565U

56th

2293 ^{+/- 29}

AMD EPYC 7F32 8-Core

55th

2291 ^{+/- 13}

Intel Core i5-8400

54th

2284 ^{+/- 8}

Intel Xeon E3-1280 v5

52nd

2272 ^{+/- 12}

2 x Intel Xeon Platinum 8280

51st

2247 ^{+/- 22}

Median

50th

2245

2 x AMD EPYC 7763 64-Core

50th

2241 ^{+/- 19}

Intel Xeon Platinum 8280

47th

2227 ^{+/- 14}

Intel Xeon E3-1245 v5

47th

2224 ^{+/- 14}

2 x Intel Xeon Gold 5220R

46th

2219 ^{+/- 17}

Intel Core i7-7740K

46th

2218 ^{+/- 10}

Intel Core i9-7980XE

45th

2217 ^{+/- 6}

Intel Xeon Gold 6258R

45th

2213 ^{+/- 8}

AMD Ryzen 7 2700 Eight-Core

44th

2209 ^{+/- 21}

Intel Xeon Gold 5220R

43rd

2204 ^{+/- 13}

Intel Xeon Gold 6226R

43rd

2204 ^{+/- 5}

Intel Core i7-8550U

41st

2189 ^{+/- 29}

AMD Ryzen 7 1800X Eight-Core

40th

2183 ^{+/- 5}

Intel Xeon E-2278GEL

40th

2183 ^{+/- 3}

Ampere Altra ARMv8 Neoverse-N1 160-Core

38th

2178 ^{+/- 51}

2 x AMD EPYC 7F72 24-Core

38th

2171 ^{+/- 23}

Intel Xeon E3-1260L v5

38th

2171 ^{+/- 8}

Intel Core i3-7100

37th

2154 ^{+/- 4}

Intel Xeon E3-1240 v5

35th

2136 ^{+/- 7}

Intel Xeon E3-1270 v5

35th

2134 ^{+/- 14}

Intel Core i7-4790K

34th

2109 ^{+/- 16}

Intel Core i7-10700T

33rd

2098 ^{+/- 12}

AMD Ryzen 3 1300X

33rd

2094 ^{+/- 7}

Intel Core i3-8100

31st

2059 ^{+/- 17}

Intel Core i7-6800K

31st

2041 ^{+/- 10}

Intel Core i5-6500

30th

2034 ^{+/- 4}

AMD Ryzen Threadripper 2950X 16-Core

29th

2023 ^{+/- 14}

AMD EPYC 7542 32-Core

28th

2018 ^{+/- 4}

2 x AMD EPYC 7742 64-Core

27th

2014 ^{+/- 9}

AMD EPYC 7742 64-Core

27th

2012 ^{+/- 10}

Low-Tier

25th

< 2005

AMD EPYC 7502P 32-Core

24th

1987 ^{+/- 5}

AMD EPYC 7402P 24-Core

24th

1984 ^{+/- 15}

AMD EPYC 7702 64-Core

22nd

1967 ^{+/- 12}

AMD EPYC 7662 64-Core

21st

1961 ^{+/- 12}

AMD EPYC 7302P 16-Core

21st

1955 ^{+/- 5}

AMD EPYC 7552 48-Core

20th

1952 ^{+/- 14}

AMD EPYC 7642 48-Core

20th

1949 ^{+/- 9}

AMD EPYC 7532 32-Core

18th

1927 ^{+/- 11}

AMD EPYC 7272 12-Core

17th

1897 ^{+/- 8}

AMD Ryzen 3 3200U

17th

1897 ^{+/- 15}

AMD EPYC 7232P 8-Core

17th

1896 ^{+/- 8}

AMD EPYC 7282 16-Core

16th

1893 ^{+/- 14}

Intel Core i7-4770K

14th

1879 ^{+/- 13}

Intel Core i7-5775C

14th

1838 ^{+/- 131}

Intel Core i5-4670

14th

1836 ^{+/- 7}

AMD Ryzen 7 1700 Eight-Core

13th

1818 ^{+/- 5}

Intel Xeon E5-1680 v3

12th

1806 ^{+/- 3}

AMD EPYC 7601 32-Core

11th

1784 ^{+/- 2}

2 x AMD EPYC 7601 32-Core

11th

1783 ^{+/- 9}

Intel Core i7-5600U

9th

1737 ^{+/- 7}

Intel Xeon E3-1235L v5

8th

1707 ^{+/- 13}

Intel Xeon E5-2687W v3

8th

1691 ^{+/- 1}

Intel Core i3-4130

7th

1578 ^{+/- 3}

Intel Core i7-3770K

7th

1569 ^{+/- 2}

Intel Core i7-4960X

6th

1561 ^{+/- 7}

Intel Xeon Silver 4216

5th

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

2nd

1252 ^{+/- 6}

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 0.7%.

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 VPERMILPD VBROADCASTSD VEXTRACTF128 VINSERTF128 VBROADCASTSS 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 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.

EPYC 7763 LLVM Clang Compiler Tests Featured Compiler Comparison	Clang 12.0.0-++20210409092622+fa0971b87fb2-1~exp1~20210409193326.73 - Clang 11.0.0-2~ubuntu20.04.1
EPYC 7763 LLVM Clang Compiler Tests Featured Compiler Comparison	Clang 12.0.0-++20210409092622+fa0971b87fb2-1~exp1~20210409193326.73 - Clang 11.0.0-2~ubuntu20.04.1
Microsoft Azure EPYC 7003 HBv3 Benchmarks 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
Microsoft Azure EPYC 7003 HBv3 Benchmarks 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
Intel Core i5 11600K + Core i9 11900K Linux Performance 12 Systems - 453 Benchmark Results	AMD Ryzen 9 5900X 12-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 21.04 - 5.12.0-051200rc3daily20210315-generic - GNOME Shell 3.38.3
Intel Core i5 11600K + Core i9 11900K Linux Performance 9 Systems - 442 Benchmark Results	AMD Ryzen 7 5800X 8-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Ubuntu 21.04 - 5.12.0-051200rc3daily20210315-generic - GNOME Shell 3.38.3
AMD EPYC 7003 Linux Benchmarks 26 Systems - 438 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
Core i9 11900K + ASUS MAXIMUS XIII HERO 0703 BIOS Linux Performance 1 System - 323 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
AMD EPYC 7003 Linux Benchmarks 25 Systems - 438 Benchmark Results	AMD EPYC 7552 48-Core - ASRockRack EPYCD8 - AMD Starship Ubuntu 20.04 - 5.11.0-051100rc6daily20210201-generic - GNOME Shell 3.36.4
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
Intel Core i5 11600K + Core i9 11900K Linux Performance 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
fedora-34-beta 1 System - 119 Benchmark Results	AMD Ryzen 9 5900X 12-Core - ASUS ROG CROSSHAIR VIII HERO - AMD Starship Fedora 34 - 5.11.9-300.fc34.x86_64 - GNOME Shell 40.0

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
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
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 - 5.8.0-28-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
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
core-i9-7960x-feb-2021 2 Systems - 65 Benchmark Results	Intel Core i9-7960X - MSI X299 SLI PLUS - Intel Sky Lake-E DMI3 Registers Ubuntu 20.04 - 5.4.0-65-generic - GNOME Shell 3.36.4
inaug Xeon Silver 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
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
Xeon Gold Weekend 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
10900K Wed 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
TR 3970X Wed 3 Systems - 14 Benchmark Results	AMD Ryzen Threadripper 3970X 32-Core - ASUS ROG ZENITH II EXTREME - AMD Starship Ubuntu 20.10 - 5.11.0-rc1-phx - GNOME Shell 3.38.1

QuantLib

Project Site

Test Created

Last Updated

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