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. The QuantLib benchmark uses Boost::IPC for parallelism.

To run this test with the Phoronix Test Suite, the basic command is: phoronix-test-suite benchmark quantlib.

Performance Metrics

QuantLib 1.35-dev

Size: XXS

OpenBenchmarking.org metrics for this test profile configuration based on 386 public results since 4 June 2024 with the latest data as of 14 November 2024.

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.

Based on OpenBenchmarking.org data, the selected test / test configuration (QuantLib 1.35-dev - Size: XXS) has an average run-time of 34 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.

Does It Scale Well With Increasing Cores?

Yes, based on the automated analysis of the collected public benchmark data, this test / test settings does 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.

This test profile binary relies on the shared libraries libQuantLib.so.1, libm.so.6, libc.so.6.

Tested CPU Architectures

This benchmark has been successfully tested on the below mentioned architectures. The CPU architectures listed is where successful OpenBenchmarking.org result uploads occurred, namely for helping to determine if a given test is compatible with various alternative CPU architectures.

Recent Test Results

Most Popular Test Results