Intel® Xeon® Processor E5-2600 Product Family
Intel® Xeon® processors are the foundation of high performance computing. They provide groundbreaking server performance to a wide range of real-world applications ranging from life science research, to computer aided modeling, to financial services. These processors deliver groundbreaking performance to meet HPC challenges and scale for growth while maximizing energy efficiency through Intel process technology.
High performance computing performance
Quantitative Finance – Binomial
Binomial is a lattice numerical method with wide application in pricing financial derivatives in equity and the fixed-income area. This benchmark generates data for about 1 million options (1048576). Each option has different values for stock price, strike price, and time to expiration. Volatility and interest rate are held constant. The pricing engine uses Binomial with path time step of 2048 and prices European option spec using the input data.
Quantitative Finance – Black-Scholes*
Black-Scholes* is a popular financial valuation model with wide application in equity and fixed-income derivatives pricing. This benchmark generates data for 4 million options. Each option has different values for stock price, strike price, time to expiration. Volatility and interest rate are held constant. The pricing engine calculates the same dataset 8192 times.
Quantitative Finance – Monte Carlo*
Monte Carlo* is a statistical computing method with wide application in financial derivatives pricing. This benchmark generates data for about 4 million options (4063232). Each option has different values for stock price, strike price, time to expiration. Volatility and interest rate are held constant. The pricing engine uses Monte Carlo with path length of 256K or (262144), and price European option spec uses the input data.
January 20, 2012
Configuration Details: Intel® Xeon® Processor E5-2600 Product Family
Toggle Open/Closed| Intel® Xeon® Processor X5690 Platform | Intel® Xeon® Processor E5-2680 Platform | |
|---|---|---|
Source |
Internal testing |
Internal testing |
Number of cores / threads |
6/12 per processor |
8/16 per processor |
Processor speed |
3.06 GHz |
2.7 GHz |
Last level cache |
12 MB |
20 MB |
Platform manufacturer |
Supermicro* |
Intel® S2600CP |
Platform BIOS |
Rev 04 |
Rev x040 |
System memory |
48 GB |
64 GB |
Memory speed |
DDR3-1333 |
DDR3-1600 |
Link speed |
6.4 GT/s QPI |
8.0 GT/s QPI |
I/O subsystem |
SCSI 15K RPM RAID0 |
SCI 15K RPM RAID0 |
Intel® Hyper-Threading Technology |
Disabled |
Disabled |
Prefetcher |
Enabled |
Enabled |
NUMA |
Enabled |
Enabled |
Intel® Turbo Boost Technology |
Enabled |
Enabled |
Operating system |
Red Hat* EL5.5 |
Red Hat* EL6.1 |
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