In financial applications, many premium, greek evaluations and risk analysis use discounting. This benchmark is our hello world to discounting: we discount some number of cash flows, for a large number of simulations. Yield curves are stored as their rates, linearly interpolated. Pseudo code is given below. float price = 0.0f; for (int k = […]
The stream benchmark aims at measuring memory bandwidth performance of the architecture. We simply add two vectors, in what is our “Hello World” program. Simplified version of the C# code can be found on our SDK on github. As for Expm1 benchmark we run the generated code against the best handwritten native code we could […]
This benchmark aims at measuring the floating point performance of the architecture. We use a Taylor expansion of the Expm1 function (exponential of x minus one), at some degree (13 in our case), without any branching. The number of floating point operations, whether it be addition, multiply or fused multiply and add (counted as a […]