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.

Project Site

quantlib.org

Source Repository

github.com

Test Created

20 January 2021

Last Updated

4 June 2024

Test Maintainer

Michael Larabel 

Test Type

Processor

Average Install Time

4 Minutes, 45 Seconds

Average Run Time

2 Minutes, 18 Seconds

Test Dependencies

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

Accolades

30k+ Downloads

Supported Platforms


Public Result Uploads *Reported Installs **Reported Test Completions **Test Profile Page Views ***OpenBenchmarking.orgEventsQuantLib Popularity Statisticspts/quantlib2021.012021.032021.052021.072021.092021.112022.012022.032022.052022.072022.092022.112023.012023.032023.052023.072023.092023.112024.012024.032024.052024.072024.092024.112K4K6K8K10K
* 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 updated weekly as of 7 November 2024.
S25.5%XXS74.5%Size Option PopularityOpenBenchmarking.org

Revision History

pts/quantlib-2.0.0   [View Source]   Tue, 04 Jun 2024 14:47:52 GMT
Update against new upstream QuantLib benchmark.

pts/quantlib-1.2.0   [View Source]   Mon, 23 Oct 2023 17:10:31 GMT
Update against QuantLib 1.32 upstream, add new multi-threaded benchmark capability.

pts/quantlib-1.1.0   [View Source]   Sat, 29 Apr 2023 08:35:01 GMT
Update against QuantLib 1.30 upstream.

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 1.35-dev

Size: XXS

OpenBenchmarking.org metrics for this test profile configuration based on 374 public results since 4 June 2024 with the latest data as of 1 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.

Component
Percentile Rank
# Compatible Public Results
tasks/s (Average)
Mid-Tier
75th
< 36
Median
50th
11
Low-Tier
25th
< 6
OpenBenchmarking.orgDistribution Of Public Results - Size: XXS360 Results Range From 2 To 217 tasks/s217324762779210712213715216718219721222750100150200250

Based on OpenBenchmarking.org data, the selected test / test configuration (QuantLib 1.35-dev - Size: XXS) has an average run-time of 35 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 BenchmarkSize: XXSRun-Time306090120150Min: 2 / Avg: 34.22 / Max: 138

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.

AMDIntelOpenBenchmarking.orgRelative Core Scaling To BaseQuantLib CPU Core ScalingSize: XXS6812141624326496128192918273645

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
SSE 4.2 (SSE4_2)
Used by default on supported hardware.
Found on Intel processors since at least 2010.
Found on AMD processors since Bulldozer (2011).

 
POPCNT
Used by default on supported hardware.
Found on Intel processors since Sandy Bridge (2011).
Found on AMD processors since Bulldozer (2011).

 
VZEROUPPER VPERMILPD VINSERTF128 VBROADCASTSD VPERM2F128
Used by default on supported hardware.
Found on Intel processors since Haswell (2013).
Found on AMD processors since Excavator (2016).

 
VINSERTI128 VPBROADCASTQ VPBROADCASTB VEXTRACTI128 VPERMQ VPERMPD VPBROADCASTD VGATHERQPD VPGATHERQQ
FMA (FMA)
Used by default on supported hardware.
Found on Intel processors since Haswell (2013).
Found on AMD processors since Bulldozer (2011).

 
VFMADD132SD VFMADD231SD VFMADD213SD VFMSUB132SD VFNMADD132SD VFNMADD231SD VFMADD132PD VFNMADD132PD VFMSUB231SD VFMSUB132PD VFNMADD213SD VFMADD213PD VFMADD231PD VFNMSUB132SD VFMSUB213SD VFMSUB231PD VFNMSUB231SD VFNMSUB213SD VFNMADD231PD VFNMADD213PD
Last automated analysis: 6 June 2024

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.

CPU Architecture
Kernel Identifier
Verified On
Intel / AMD x86 64-bit
x86_64
(Many Processors)
ARMv8 64-bit
aarch64
Qualcomm

Recent Test Results

OpenBenchmarking.org Results Compare

2 Systems - 69 Benchmark Results

2 x Intel Xeon E5-2680 v4 - Dell PowerEdge R630 02C2CP - 98GB

Debian GNU - 6.8.12-3-pve - GCC 12.2.0

33 Systems - 367 Benchmark Results

21 Systems - 3 Benchmark Results

2 x Intel Xeon E5-2620 v2 - ASUS Z9PE-D8 WS - Intel Xeon E7 v2

CentOS Stream 9 - 5.14.0-474.el9.x86_64 - X Server

20 Systems - 2 Benchmark Results

2 x Intel Xeon E5-2620 v2 - ASUS Z9PE-D8 WS - Intel Xeon E7 v2

CentOS Stream 9 - 5.14.0-474.el9.x86_64 - X Server

20 Systems - 2 Benchmark Results

2 x Intel Xeon E5-2620 v2 - ASUS Z9PE-D8 WS - Intel Xeon E7 v2

CentOS Stream 9 - 5.14.0-474.el9.x86_64 - X Server

10 Systems - 145 Benchmark Results

2 x AMD EPYC 9965 192-Core - AMD VOLCANO - AMD Device 153a

Ubuntu 24.04 - 6.10.0-phx - GCC 13.2.0

Most Popular Test Results

OpenBenchmarking.org Results Compare

3 Systems - 413 Benchmark Results

AMD Ryzen 7 7840U - Framework Laptop 13 - AMD Device 14e8

Ubuntu 24.04 - 6.10.0-061000rc4daily20240621-generic - GNOME Shell 46.0

18 Systems - 442 Benchmark Results

AMD Ryzen 9 7900X 12-Core - ASUS ROG STRIX X670E-E GAMING WIFI - AMD Device 14d8

Ubuntu 24.04 - 6.10.0-061000rc2-generic - GNOME Shell 46.0

2 Systems - 1012 Benchmark Results

3 Systems - 26 Benchmark Results

Intel Core i7-1280P - MSI Prestige 14Evo A12M MS-14C6 - Intel Alder Lake PCH

Ubuntu 23.10 - 6.7.0-060700-generic - GNOME Shell 45.2

2 Systems - 107 Benchmark Results

AMD Ryzen Threadripper 7980X 64-Cores - System76 Thelio Major thelio-major-r5 - AMD [AMD]

FreeBSD - 14.1-RELEASE - Clang 18.1.5

3 Systems - 111 Benchmark Results

2 x AMD EPYC 9734 112-Core - AMD Titanite_4G - AMD Device 14a4

Ubuntu 24.04 - 6.8.0-22-generic - GCC 13.2.0

2 Systems - 29 Benchmark Results

Intel Core i7-1185G7 - Dell XPS 13 9310 0DXP1F - Intel Tiger Lake-LP

Ubuntu 23.10 - 6.7.0-060700rc5-generic - GNOME Shell 45.1

2 Systems - 29 Benchmark Results

Intel Core i7-1185G7 - Dell XPS 13 9310 0DXP1F - Intel Tiger Lake-LP

Ubuntu 23.10 - 6.7.0-060700rc5-generic - GNOME Shell 45.1

2 Systems - 50 Benchmark Results

AMD Ryzen 7 PRO 5850U - LENOVO ThinkPad T14s Gen 2a 20XF004WUS - AMD Renoir

Fedora Linux 39 - 6.5.8-300.fc39.x86_64 - GNOME Shell 45.0

2 Systems - 107 Benchmark Results

AMD Ryzen 7 7840U - PHX Swift SFE16-43 Ray_PEU - AMD Device 14e8

Tuxedo 22.04 - 6.5.0-10022-tuxedo - KDE Plasma 5.27.10

2 Systems - 107 Benchmark Results

AMD Ryzen 7 7840U - PHX Swift SFE16-43 Ray_PEU - AMD Device 14e8

Tuxedo 22.04 - 6.5.0-10022-tuxedo - KDE Plasma 5.27.10

2 Systems - 51 Benchmark Results

AMD Ryzen 9 5900HX - ASUS ROG Strix G513QY_G513QY G513QY v1.0 - AMD Renoir

Ubuntu 22.10 - 5.19.0-46-generic - GNOME Shell 43.0

4 Systems - 71 Benchmark Results

AMD Ryzen Threadripper 3970X 32-Core - ASUS ROG ZENITH II EXTREME - AMD Starship

Ubuntu 22.04 - 6.5.0-26-generic - GNOME Shell 42.2

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