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Intel® Xeon Phi™ Product Family

Power your breakthrough innovations with the highly parallel processing of the Intel® Xeon Phi™ coprocessor. We have packed over a teraFLOPS of double-precision peak performance into every chip.

Financial services option pricing performance

The financial services industry has a number of widely used benchmarks for calculating popular derivative pricing. These benchmarks include Black-Scholes* (formula valuation), Monte Carlo* (European options), Monte Carlo RNG (European options with random number generation), binomial options, and STAC-A2*. All benchmarks are available in both single precision (SP) and double precision (DP) accuracy levels.

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Configuration Details:

Platform Hosting the Coprocessor (& NVIDIA):

Two-socket Intel® Server Board W2600CR software development platform: two Intel Xeon processor E5-2697v2 (12C, 30M cache, 2.7GHz, 8.0GT/s Intel QPI, 130W TDP)  64GB Memory @ 1600MHz, RHEL 6.3

Coprocessor Details:

Intel® Xeon Phi™ coprocessor 7120P: 61cores, 1.238GHz, 16 memory channels, 16GB Memory@5.5GT/s, 300W TDP C-step (Intel® Turbo Boost Technology off)

Software Stack:

MPSS 6720-16 (Flash:  2.1.03.386)

Intel® Cluster Studio XE 2013  SP1, Update 1 build 106 (14.0.1.106)

Benchmark version 2.1

GPU Details:

NVIDIA K40 GPU, 2880 SP cores, 960 DP Cores, 745MHz (nominal)  875MHz Boost, 12 Memory Channels, 12GB Memory at 6.0GT/s,  ECC on, 235W TDP

CUDA 5.5 (875MHz boost frequency enabled for result)

Results measured by Shuo Li

 

NVIDIA K40 Xeon Phi

Intel® Xeon Phi™ Coprocessor

Monte Carlo Simulation SP (native)

295.101 

552.41  Kopt/sec

Monte Carlo Simulation DP

80.081

111.427   Kopt/sec

Monte Carlo RNG SP

13.982

41.215  Kopt/sec

Monte Carlo RNG DP

9.942

19.099  Kopt/sec

Black Scholes Compute & Bandwidth SP

14.38

14.51   Bopt/sec

Black Scholes Compute & Bandwidth DP

5.3064

5.09  Bopt/sec

Binomial Options SP

33.085

135.62  Kopt/sec

Binomial Options DP

19.519

69.614  Kopt/sec

Source: Internal Intel Testing TR2086A

 

STAC-A2

Intel® Xeon® processor E5-2660 + NVIDIA K20Xm* results

https://stacresearch.com/system/files/resource/files/STAC%20Summit%20-%204%20December%202013%20-%20STAC3.pdf

Intel Xeon processor E5-2697 v2 + Intel® Xeon Phi™ coprocessor 7120A:

https://stacresearch.com/system/files/asset/files/STAC-A2%20Intel%20Composer%20on%20Xeon%20Phi%20%20Coprocessor%20%207120P%20-%20INTC140530_0.pdf

Intel Xeon processor E5-2699 v3:

https://stacresearch.com/system/files/asset/files/STAC-A2%20Intel%20Composer%20on%202%20x%20Haswell%20EP%20-%20INTC140814.pdf

Intel Xeon processor E5-2699 v3 (HSW) + Intel Xeon Phi coprocessor 7120A:

https://stacresearch.com/system/files/asset/files/STAC-A2%20Intel%20Composer%20on%20Intel%20Xeon%20Phi%20%20Coprocessor%207120A%20-%20INTC140815.pdf

2 Intel Xeon processor E5 + 1 GPU = 1.226 seconds

2 Intel Xeon processor E5 + 2 GPU = 0.648 seconds

2 Intel Xeon processor E5 v2 + 1 Intel Xeon Phi coprocessor = 0.630 seconds

2 Intel Xeon processor E5 v3 + 0 Intel Xeon Phi coprocessor = 0.739 seconds

2 Intel Xeon processor E5 v3 + 1 Intel Xeon Phi coprocessor = 0.531 seconds

Additional information: 1 2 3 4 5

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Product and Performance Information

1

Software and workloads used in performance tests may have been optimized for performance only on Intel® microprocessors. Performance tests, such as SYSmark and MobileMark, are measured using specific computer systems, components, software, operations, and functions. Any change to any of those factors may cause the results to vary. You should consult other information and performance tests to assist you in fully evaluating your contemplated purchases, including the performance of that product when combined with other products. For more information, go to www.intel.com/performance.

2

Intel does not control or audit the design or implementation of third party benchmarks or websites referenced in this document. Intel encourages all of its customers to visit the referenced websites or others where similar performance benchmarks are reported and confirm whether the referenced benchmarks are accurate and reflect performance of systems available for purchase.

3

Intel processor numbers are not a measure of performance. Processor numbers differentiate features within each processor family, not across different processor families. See www.intel.com/content/www/us/en/processors/processor-numbers.html for details.

4

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel® microprocessors. These optimizations include SSE2 and SSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel.

Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel® microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product user and reference guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804

5

Different hardware architectures may require different source code. Results are based on Intel’s best efforts to use code optimized to run on all architectures and perform the same work. Future code optimizations may result in different results.

Microprocessor-dependent optimizations in this product are intended for use with Intel® microprocessors. Certain optimizations not specific to Intel® microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product user and reference guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804