SPARC T4-2 Server Beats 2-Socket 3.46 GHz x86 on Black-Scholes Option Pricing Test

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.

Performance Landscape

Black-Scholes options pricing, 10 million options, results in seconds, 100 iterations of the test, smaller is better.

System Time (sec)
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%.

Configuration Summary

SPARC Configuration:

SPARC T4-2 server
2 x SPARC T4 processor 2.85 GHz
128 GB memory
Oracle Solaris 10 8/11

Intel Configuration:

Sun Fire X4270 M2
2 x Intel Xeon X5690 3.46 GHz, Hyper-Threading and Turbo Boost active
48 GB memory
Oracle Linux 6.1

Benchmark Description

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.

See Also

Disclosure Statement

Copyright 2011, Oracle and/or its affiliates. All rights reserved. Oracle and Java are registered trademarks of Oracle and/or its affiliates. Other names may be trademarks of their respective owners. Results as of 11/1/2011.
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