SPARC T4-2 Server Beats 2-Socket 3.46 GHz x86 on Black-Scholes Option Pricing Test
By Brian-Oracle on Nov 02, 2011
Oracle's SPARC T4-2 server (two SPARC T4 processors at 2.85 GHz) delivered 21% better performance compared to a two-socket x86 server (with two Intel X5690 3.46 GHz processors) running a Black-Scholes options pricing test on 10 million options.
The hyper-threads of the Intel processor did not deliver additional performance, it actually caused a reduction in performance of 6%. The performance of hyper-threading on Intel processors will vary depending on workload
This test shows how delivered performance is not easily predicted just by processor frequency alone. It is vital that hardware and software be designed in tandem in order to deliver best performance.
Black-Scholes options pricing, 10 million options, results in seconds, 100 iterations of the test, smaller is better.
|SPARC T4-2 (2 x SPARC T4, 2.85 GHz, 128 software threads)||9.2|
|2-socket x86 (2 x X5690, 3.46 GHz, 12 software threads)||11.7|
|Advantage SPARC T4-2||21% faster|
The hyper-threads of the Intel processor did not deliver additional performance, causing a reduction in performance of 6%.
128 GB memory
Oracle Solaris 10 8/11
48 GB memory
Oracle Linux 6.1
Black-Scholes option pricing model is a financial market algorithm that uses the Black-Scholes partial differential equation (PDE) to calculate prices for European stock options. The key idea is that the value of the option fluctuates over time with the actual value of the stock. The reported time is just for calculating the options, no I/O component. The computation is floating point intensive and requires the calculation of logarithms, exponentials and square roots.
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