2H 2015

Comparative Performance
Binomial Options*
Single and Double Precision
1 NODE
APPROVED FOR PUBLIC PRESENTATION
Binomial Options Speed Up
Single and Double Precision
1.85X
1.85X
Application: Binomial European Option Pricing.
Description: Binomial Options* is a popular derivative pricing
benchmark widely used by investment banks such as UBS*, Bank
of America* and Goldman-Sachs*.
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Availability:
• Code: Available here.
• Recipe: Available here.
Usage Model: Hybrid or Asynchronous offload on one shared
memory host node with up to two coprocessor devices.
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Single Precision
2S Intel® Xeon® processor E5-2697 v2
Double Precision
Highlights:
• L2 cache for IA is large enough for this algorithm, which is an
advantage compared to GPU shared memory. Intel compiler
based SIMD vectorization can handle certain loop carry
dependencies while GPU has to explicitly synch.
Results: Adding one Intel® Xeon Phi coprocessor card increases
the baseline Intel® Xeon processor E5-2697 v2 performance by
up to 1.85X.
2S Intel® Xeon® processor E5-2697 v2 + Intel® Xeon Phi
coprocessor (pre-production HW/SW)
For configuration details, go here.
SOURCE: INTEL MEASURED RESULTS AS OF DECEMBER, 2013
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 http://www.intel.com/performance *Other names and brands may be claimed as the property of others
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