Posted by
Dirk Eddelbuettel on
May 01, 2009; 7:17pm
URL: http://quantlib.414.s1.nabble.com/Financial-Software-Performance-Benchmarking-tp7444p7450.html
On 30 April 2009 at 15:28, Jace A Mogill wrote:
| AMD is looking for financial software benchmarks to
| showcase both new hardware and business applications.
|
| QuantLib is very promising due to it's wide use and
| diverse feature set. However, the benchmark that comes
| with it runs 27 different experiments in less than 90
| seconds, and only requires about 20MB of memory. In an
Did you try the quantlib-test-suite? Someone had noticed recently that the
quantlib-test-suite (which we ship in Debian as part of the libquantlib0-dev
package) bombs out with a seg fault (which has since been fixed; had to do
with starting that subtest on a non-trading day). That ran for 18 minutes of
my fairly recent, fairly fast dual-core.
And as you get the source, you can always parameterize and increase the 'big
N' number for Monte Carlo runs by a scale parameter.
Hth, Dirk
| ideal benchmark, each experiment would take at least
| one minute and would use several GB of memory. Even
| larger experiments are welcome as they allow the
| benchmark to chart performance improvements over the
| years without becoming "too simple".
--
Three out of two people have difficulties with fractions.
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