2H 2015

Comparative Performance
Xcelerit*
Libor Market Model (LMM)
1 NODE
APPROVED FOR PUBLIC PRESENTATION
Xcelerit* LMM Speed Up
1
1
1.29X
1.03X
1
1.29X
1.07X
1
1.34X
1.12X
Application: Xcelerit* LMM
Description: Used in “Fixed income” division to model forward
interest rates. More at http://blog.xcelerit.com/intel-xeon-phivs-nvidia-tesla-gpu/.
Availability:
• Code:
• Base version.
• Optimized versions: Contact Xcelerit* at
http://www.xcelerit.com/ Contact Names: Hicham Lahlou,
hicham.lahlou@xcelerit.com, Jorg Lotze,
jorg.lotze@xcelerit.com
• Recipe: Not available. Check for future availability at here.
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Paths: 128k 256k 512k
2S Intel® Xeon® processor E5-2697 v2
Usage Model: Baseline is the Intel® Xeon® processor E5-2697
v2 host only and speed up is with native Intel® Xeon Phi
coprocessor 7120A, double precision.
Highlights: The code has been optimized and delivered to
Xcelerit.
Intel® Xeon Phi coprocessor 7120A
NVIDIA K40*
Results: Optimized Intel Xeon Phi coprocessor is the best
performing platform for all configurations.
For configuration details, go here.
SOURCE: INTEL MEASURED RESULTS AS OF SEPTEMBER, 2014
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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