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Intel® Xeon Phi™ Product Family

Highly parallel processing to power your breakthrough innovations

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Power your breakthrough innovations with the highly parallel processing of the Intel® Xeon Phi™ coprocessor. We’ve 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) and binomial options. All benchmarks are available in both single precision (SP) and double precision (DP) accuracy levels.

Intel Measured as of December 2013

Configuration Details

Platform Hosting the Coprocessor and Platform for 2S Intel® Xeon® Processor Baseline: 

Two-socket Intel® Server Board W2600CR software development platform: 2x Intel® Xeon® processor E5-2697 v2 (12C, 30M cache, 2.7 GHz, 8.0 GT/s Intel® QPI, 130W TDP), 64 GB memory @ 1600 MHz, Red Hat Enterprise Linux* (RHEL) 6.3

 

Coprocessor Details:

Intel® Xeon Phi™ coprocessor 7120A: 61 cores, 1.238 GHz, 16 memory channels, 16 GB memory @ 5.5 GT/s, 300W TDP C-step (turbo on)

 

Software Stack:

Benchmark Package Version 2.1

Intel® MPSS 6720-16 (Flash*: 2.1.03.386), Intel® Cluster Studio XE 2013 SP1, update 1 build 106 (14.0.1.106)

NVIDIA K40 GPU*: 2880 SP cores, 960 DP cores, 745 MHz (nominal) 875 MHz boost, 12 memory channels, 12 GB memory @ 6.0 GT/s,  ECC on, 235W TDP CUDA 5.5 (875 MHz boost frequency enabled for result), benchmark package revision 2.1

 

2S Intel® Xeon Processor

Intel® Xeon Phi™ Coprocessor

NVIDIA K40*

Monte Carlo* simulation SP (native)

78.444

552.41  

295.101 Kopt/sec

Monte Carlo simulation DP

35.653

111.427

80.081 Kopt/sec

Monte Carlo RNG SP

26.04

41.215

13.982 Kopt/sec

Monte Carlo RNG DP

9.942

19.099

9.942 Kopt/sec

Black-Scholes* compute & bandwidth SP

6.8445

14.51

14.38 Bopt/sec

Black-Scholes compute & bandwidth DP

2.954

5.09

5.3064 Bopt/sec

Binomial options SP

73.118

135.62

33.085 Kopt/sec

Binomial options DP

37.647

69.614

19.519 Kopt/sec

All workloads are calculating European option pricing.

Source:  Internal Intel Testing TR2086A

Additional information: 1 2 3 4 5

 

Product and Performance Information

open

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