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

Source Repository

github.com

Test Created

20 January 2021

Last Updated

23 October 2023

Test Maintainer

Michael Larabel

Test Type

Processor

Average Install Time

5 Minutes, 16 Seconds

Average Run Time

1 Minute, 37 Seconds

Test Dependencies

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

Accolades

20k+ Downloads

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 updated weekly as of 29 April 2024.

Revision History

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 1.32

Configuration: Single-Threaded

OpenBenchmarking.org metrics for this test profile configuration based on 425 public results since 23 October 2023 with the latest data as of 3 May 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

MFLOPS (Average)

Intel Core i9-14900K

100th

5644 ^{+/- 26}

Intel Core i9-13900K

97th

5451 ^{+/- 21}

Intel Core i5-14600K

94th

4933 ^{+/- 195}

Intel Core i5-13600K

94th

4821 ^{+/- 3}

AMD Ryzen 9 7900 12-Core

89th

4592 ^{+/- 3}

AMD Ryzen 7 7700X 8-Core

89th

4583 ^{+/- 76}

Intel Core i5-12600K

88th

4568 ^{+/- 7}

Intel Core i5-14500

87th

4550 ^{+/- 222}

AMD Ryzen 9 7900X 12-Core

86th

4507

AMD Ryzen 9 7950X 16-Core

84th

4502 ^{+/- 65}

AMD Ryzen 7 7700 8-Core

83rd

4460

AMD Ryzen 5 7600X 6-Core

81st

4441 ^{+/- 34}

AMD Ryzen Threadripper PRO 7995WX 96-Cores

80th

4411 ^{+/- 229}

AMD Ryzen Threadripper 7980X 64-Cores

80th

4408 ^{+/- 127}

Apple M2

78th

4364 ^{+/- 20}

Mid-Tier

75th

< 4297

Intel Core i3-14100

74th

4280 ^{+/- 208}

AMD Ryzen 5 7600 6-Core

73rd

4259 ^{+/- 5}

AMD Ryzen 7 8700G

73rd

4256 ^{+/- 19}

Intel Core Ultra 7 155H

69th

4246 ^{+/- 116}

Intel Core i7-1280P

69th

4243 ^{+/- 112}

AMD Ryzen 5 8600G

65th

4207 ^{+/- 8}

AMD Ryzen 9 7900X3D 12-Core

62nd

4179

AMD Ryzen 9 7950X3D 16-Core

61st

4119 ^{+/- 107}

AMD Ryzen 7 7800X3D 8-Core

60th

4095 ^{+/- 27}

AMD Ryzen 7 7840U

59th

4074 ^{+/- 112}

AMD Ryzen Z1 Extreme

57th

3879 ^{+/- 559}

AMD Ryzen 5 8500G

57th

3772 ^{+/- 544}

2 x INTEL XEON PLATINUM 8592

55th

3622 ^{+/- 30}

AMD Ryzen 7 5700G

53rd

3605

AMD Ryzen 7 PRO 6850U

53rd

3573 ^{+/- 48}

Intel Xeon Platinum 8480

52nd

3550 ^{+/- 5}

AMD Ryzen Threadripper PRO 5965WX 24-Cores

51st

3541 ^{+/- 5}

Median

50th

3532

AMD Ryzen 9 5900HX

50th

3522 ^{+/- 159}

Intel Core i7-1185G7

49th

3454 ^{+/- 50}

AMD Ryzen 5 5600G

48th

3446

2 x Intel Xeon Max 9480

46th

3378 ^{+/- 3}

AMD EPYC 9334 32-Core

44th

3365 ^{+/- 7}

Intel Xeon Gold 6421N

44th

3362 ^{+/- 4}

Intel Xeon Max 9480

42nd

3271 ^{+/- 5}

AMD Ryzen 7 PRO 5850U

42nd

3265 ^{+/- 159}

2 x Intel Xeon Platinum 8490H

41st

3244 ^{+/- 23}

Intel Core i7-1165G7

40th

3211 ^{+/- 332}

2 x AMD EPYC 9684X 96-Core

33rd

3119 ^{+/- 5}

AMD Ryzen 9 3900XT 12-Core

32nd

3060 ^{+/- 5}

AMD Ryzen Threadripper 3970X 32-Core

30th

2949 ^{+/- 15}

Intel Core i7-1065G7

29th

2894 ^{+/- 5}

AMD Ryzen 7 4700U

28th

2847 ^{+/- 3}

AMD Ryzen Threadripper 3990X 64-Core

28th

2844 ^{+/- 9}

AMD Ryzen 5 5500U

26th

2768 ^{+/- 1}

Low-Tier

25th

< 2730

AMD Ryzen 5 4500U

25th

2729 ^{+/- 1}

AMD EPYC 7F32 8-Core

25th

2713 ^{+/- 6}

Intel Core i9-10980XE

24th

2683 ^{+/- 1}

2 x AMD EPYC 7303 16-Core

23rd

2650 ^{+/- 17}

AMD EPYC 8534PN 64-Core

22nd

2634 ^{+/- 1}

AMD EPYC 8534P 64-Core

20th

2611 ^{+/- 8}

Intel Core i7-8565U

18th

2590 ^{+/- 25}

ARMv8 Neoverse-N1 160-Core

10th

2076 ^{+/- 19}

Intel Xeon Silver 4216

10th

2066 ^{+/- 12}

Intel Core i7-5960X

9th

1975

AMD EPYC 7551 32-Core

8th

1934 ^{+/- 3}

2 x Intel Xeon E5-2680 v3

5th

1673 ^{+/- 4}

2 x Intel Xeon E5-2620 v2

2nd

1242 ^{+/- 9}

Based on OpenBenchmarking.org data, the selected test / test configuration (QuantLib 1.32 - Configuration: Single-Threaded) has an average run-time of 3 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 0.8%.

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 VINSERTF128 VBROADCASTSD 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 VPBROADCASTQ VPBROADCASTB VEXTRACTI128 VPERMPD VPBROADCASTD VGATHERQPD VPGATHERQQ VPERMQ

FMA (FMA)

Used by default on supported hardware.
Found on Intel processors since Haswell (2013).
Found on AMD processors since Bulldozer (2011).

VFMADD231SD VFMADD213SD VFMADD132SD VFMSUB132SD VFNMADD132SD VFNMADD231SD VFMADD132PD VFNMADD132PD VFNMADD213SD VFMADD213PD VFMADD231PD VFMSUB231SD VFNMSUB132SD VFMSUB213SD VFNMSUB231SD VFMSUB231PD VFMSUB132PD VFNMSUB213SD VFNMADD213PD VFNMADD231PD

Last automated analysis: 24 June 2023

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

ARMv8 Neoverse-N1, ARMv8 Neoverse-N1 160-Core, ARMv8 Neoverse-V2 72-Core, Apple M2

quantlib-1.2.0run 2 Systems - 2 Benchmark Results	2 x Intel Xeon E5-2620 v2 - ASUS Z9PE-D8 WS - Intel Xeon E7 v2 CentOS Stream 9 - 5.14.0-437.el9.x86_64 - X Server
quantlib-1.2.0run 1 System - 2 Benchmark Results	2 x Intel Xeon E5-2620 v2 - ASUS Z9PE-D8 WS - Intel Xeon E7 v2 CentOS Stream 9 - 5.14.0-437.el9.x86_64 - X Server
Ubuntu EPYC Zen 3 1 System - 432 Benchmark Results	2 x AMD EPYC 7303 16-Core - AMD DAYTONA_X - AMD Starship Ubuntu 22.04 - 5.15.0-47-generic - GNOME Shell 42.9
Ubuntu Benchmarks 2 Systems - 256 Benchmark Results	Intel Core i9-14900K - ASUS PRIME Z790-P WIFI - Intel Device 7a27 Ubuntu 22.04 - 6.5.0-28-generic - GNOME Shell 42.9
quantlib-1.2.0run 1 System - 2 Benchmark Results	2 x Intel Xeon E5-2620 v2 - ASUS Z9PE-D8 WS - Intel Xeon E7 v2 CentOS Stream 9 - 5.14.0-437.el9.x86_64 - X Server
quantlib-1.2.0run\nquantlib-1.2.0run\nquantlib-1.2.0run 1 System - 2 Benchmark Results	2 x Intel Xeon E5-2620 v2 - ASUS Z9PE-D8 WS - Intel Xeon E7 v2 CentOS Stream 9 - 5.14.0-435.el9.x86_64 - X Server
quantlib-1.2.0run\nquantlib-1.2.0run\nquantlib-1.2.0run 1 System - 2 Benchmark Results	2 x Intel Xeon E5-2620 v2 - ASUS Z9PE-D8 WS - Intel Xeon E7 v2 CentOS Stream 9 - 5.14.0-435.el9.x86_64 - X Server
quantlib-1.2.0run\nquantlib-1.2.0run\nquantlib-1.2.0run 1 System - 2 Benchmark Results	2 x Intel Xeon E5-2620 v2 - ASUS Z9PE-D8 WS - Intel Xeon E7 v2 CentOS Stream 9 - 5.14.0-432.el9.x86_64 - X Server
quantlib-1.2.0run\nquantlib-1.2.0run\nquantlib-1.2.0run 1 System - 2 Benchmark Results	2 x Intel Xeon E5-2620 v2 - ASUS Z9PE-D8 WS - Intel Xeon E7 v2 CentOS Stream 9 - 5.14.0-432.el9.x86_64 - X Server
quantlib-1.2.0run\nquantlib-1.2.0run\nquantlib-1.2.0run 1 System - 2 Benchmark Results	2 x Intel Xeon E5-2620 v2 - ASUS Z9PE-D8 WS - Intel Xeon E7 v2 CentOS Stream 9 - 5.14.0-432.el9.x86_64 - X Server
quantlib-1.2.0run\nquantlib-1.2.0run\nquantlib-1.2.0run 1 System - 2 Benchmark Results	2 x Intel Xeon E5-2620 v2 - ASUS Z9PE-D8 WS - Intel Xeon E7 v2 CentOS Stream 9 - 5.14.0-432.el9.x86_64 - X Server
quantlib-1.2.0-all 1 System - 2 Benchmark Results	Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7
quantlib-1.2.0-fdrop-ub-builtins 1 System - 2 Benchmark Results	Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7
quantlib-1.2.0-Xclang-no-enable-noundef-analysis 1 System - 2 Benchmark Results	Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7
quantlib-1.2.0-fdrop-deref-attr 1 System - 2 Benchmark Results	Intel Core i5-10500 - Dell 0NDYHG - Intel Tiger Lake-H Debian 12 - 6.1.0-13-amd64 - X Server 1.21.1.7

AMD Ryzen 7 8700G Linux Benchmarks 6 Systems - 162 Benchmark Results	AMD Ryzen 7 5700G - ASUS TUF GAMING B550M-PLUS - AMD Renoir Ubuntu 23.10 - 6.7.0-060700-generic - GNOME Shell 45.0
Intel Core Ultra 7 155H vs. AMD Ryzen 7 7840U Linux Benchmarks 2 Systems - 831 Benchmark Results	AMD Ryzen 7 7840U - Framework FRANMDCP07 - AMD Device 14e8 Ubuntu 23.10 - 6.7.0-060700rc5-generic - GNOME Shell 45.1
AMD Linux CPU Benchmarks October 2023 Featured Processor Comparison	AMD Ryzen 9 7950X3D 16-Core - ASUS ROG STRIX X670E-E GAMING WIFI - AMD Device 14d8 Ubuntu 23.10 - 6.5.0-9-generic - GNOME Shell 45.0
AMD Ryzen 9 7950X vs. Threadripper 7970X + 7980X On Linux 4 Systems - 415 Benchmark Results	AMD Ryzen Threadripper 7970X 32-Cores - ASUS Pro WS TRX50-SAGE WIFI - AMD Device 14a4 Ubuntu 23.10 - 6.5.0-9-generic - GNOME Shell 45.0
extra tests2 10 Systems - 214 Benchmark Results	AMD EPYC 9124 16-Core - Supermicro H13SSW - 12 x 64 GB DDR5-4800MT AlmaLinux 9.2 - 5.14.0-284.25.1.el9_2.x86_64 - GCC 11.3.1 20221121
new tests Featured Processor Comparison	Intel Core i5-13600K - ASUS PRIME Z790-P WIFI - Intel Device 7a27 Ubuntu 23.10 - 6.5.0-9-generic - GNOME Shell 45.0
4500u nov 2 Systems - 202 Benchmark Results
oktoberfest 2 Systems - 246 Benchmark Results	Intel Core i5-12600K - ASUS PRIME Z690-P WIFI D4 - Intel Device 7aa7 Ubuntu 22.04 - 5.19.0-051900rc6daily20220716-generic - GNOME Shell 42.1
AMD Ryzen 5 8500G Linux Benchmarks 18 Systems - 154 Benchmark Results	AMD Ryzen 9 7950X 16-Core - ASRock B650 Pro RS - AMD Device 14d8 Ubuntu 23.10 - 6.7.0-060700-generic - GNOME Shell 45.0
System76 Thelio Kernels 2 Systems - 98 Benchmark Results	AMD Ryzen Threadripper 7980X 64-Cores - System76 Thelio Major - AMD Device 14a4 Pop 22.04 - 6.7.0-060700-generic - GNOME Shell 42.5
6850u tests 2 Systems - 84 Benchmark Results	AMD Ryzen 7 PRO 6850U - LENOVO 21CM0001US - AMD 17h-19h PCIe Root Complex Fedora Linux 39 - 6.5.7-300.fc39.x86_64 - GNOME Shell 45.0
Intel Optimized Power Mode Xeon Platinum Benchmarks 2 Systems - 520 Benchmark Results	2 x INTEL XEON PLATINUM 8592+ - Quanta Cloud S6Q-MB-MPS - Intel Device 1bce Ubuntu 23.10 - 6.5.0-13-generic - GCC 13.2.0
new okt 2 Systems - 63 Benchmark Results	Intel Xeon Silver 4216 - TYAN S7100AG2NR - Intel Sky Lake-E DMI3 Registers Debian 12 - 6.1.0-11-amd64 - X Server
New CPU Benchmarks 5 Systems - 587 Benchmark Results	AMD Ryzen 5 8600G - ASRock B650 Pro RS - AMD Device 14e8 Ubuntu 23.10 - 6.7.3-060703-generic - GNOME Shell 45.2
tests oct 2 Systems - 33 Benchmark Results	AMD EPYC 7F32 8-Core - ASRockRack EPYCD8 - AMD Starship Debian 12 - 6.1.0-11-amd64 - X Server

QuantLib

Project Site

Source Repository

Test Created

Last Updated

Test Maintainer

Test Type

Average Install Time

Average Run Time

Test Dependencies

Accolades

Supported Platforms

Revision History

Suites Using This Test

Performance Metrics

QuantLib 1.32

Configuration: Single-Threaded

Does It Scale Well With Increasing Cores?

Notable Instruction Set Usage

Tested CPU Architectures

Recent Test Results

Most Popular Test Results