BlackScholes benchmark

Benchmark computing Black Scholes formula using different technologies

Setup

Use set_python_env.sh to install Python environment from Intel channel

Usage

usage: {bs_erf_*.py|run.sh} [-h] [--steps STEPS] [--step STEP] [--chunk CHUNK] [--size SIZE] [--repeat REPEAT] [--dask DASK] [--text TEXT]

optional arguments: -h, --help show this help message and exit --steps STEPS Number of steps --step STEP Factor for each step --chunk CHUNK Chunk size for Dask --size SIZE Initial data size --repeat REPEAT Iterations inside measured region --dask DASK Dask scheduler: sq, mt, mp --text TEXT Print with each result

Name		Name	Last commit message	Last commit date
Latest commit History 42 Commits
.gitignore		.gitignore
.travis.yml		.travis.yml
LICENSE		LICENSE
README.md		README.md
base_bs_erf.py		base_bs_erf.py
bs_erf_dask.py		bs_erf_dask.py
bs_erf_dask_numpy.py		bs_erf_dask_numpy.py
bs_erf_naive.py		bs_erf_naive.py
bs_erf_numba_guvec_par.py		bs_erf_numba_guvec_par.py
bs_erf_numba_guvec_simd_par.py		bs_erf_numba_guvec_simd_par.py
bs_erf_numba_jit.py		bs_erf_numba_jit.py
bs_erf_numba_vec.py		bs_erf_numba_vec.py
bs_erf_numba_vec_par.py		bs_erf_numba_vec_par.py
bs_erf_numexpr.py		bs_erf_numexpr.py
bs_erf_numexpr_crunched.py		bs_erf_numexpr_crunched.py
bs_erf_numpy.py		bs_erf_numpy.py
run.sh		run.sh
set_python_envs.sh		set_python_envs.sh

License

dsivkov/bs_bench_idp

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BlackScholes benchmark

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