Profiling - 2023.1 English

The hardware resources are listed in the following table (from Vivado 18.3 report).

Table 159 Table 1 Hardware resources

Engine	Models	BRAM	URAM	DSP	FF	LUT	clock period(ns)
treeSwaptionEngine	HWModel	112	0	452	87469	67212	3.053
treeSwaptionEngine	BKModel	116	0	495	99209	82034	3.190
treeSwaptionEngine	CIRModel	104	0	417	82910	51160	3.110
treeSwaptionEngine	ECIRModel	116	0	442	102802	81395	3.205
treeSwaptionEngine	VModel	104	0	377	74551	48322	3.054
treeSwaptionEngine	G2Model	18	136	625	139467	90205	3.896
treeSwapEngine	HWModel	104	0	408	84628	65744	3.896
treeCapFloorEngine	HWModel	104	0	364	79489	64863	3.180
treeCallableEngine	HWModel	104	0	320	76577	62445	3.043

The following table shows the comparison of the performance between U250 result and CPU based Quantlib result. (treeSwaptionEngine+G2Model FPGA System Clock: 250MHz, others FPGA System Clock: 300MHz)

Table 160 Table 2 Comparison between CPU and FPGA

Engine	Models	Timesteps	50	100	500	1000
treeSwaptionEngine	HWModel	CPU Execution time(ms)	1.0	4.8	353.9	2493.5
		FPGA Execution time-HLS(ms)	0.28	0.61	5.72	18.17
treeSwaptionEngine	BKModel	CPU Execution time(ms)	1.9	8.6	438.2	2813.1
		FPGA Execution time-HLS(ms)	0.72	1.53	11.93	34.21
treeSwaptionEngine	CIRModel	CPU Execution time(ms)	0.5	1.4	26.6	100.7
		FPGA Execution time-HLS(ms)	0.16	0.31	2.22	6.18
treeSwaptionEngine	ECIRModel	CPU Execution time(ms)	1.1	5.5	439.5	3322.5
		FPGA Execution time-HLS(ms)	0.72	1.36	10.17	28.47
treeSwaptionEngine	VModel	CPU Execution time(ms)	0.5	1.8	40.1	161.7
		FPGA Execution time-HLS(ms)	0.14	0.29	2.42	7.42
treeSwaptionEngine	G2Model	CPU Execution time(ms)	258.0	2133.5
		FPGA Execution time-HLS(ms)	1.93	14.56
treeSwapEngine	HWModel	CPU Execution time(ms)	1.0	4.3	291.2	2056.5
		FPGA Execution time-HLS(ms)	0.28	0.61	5.61	18.16
treeCapFloorEngine	HWModel	CPU Execution time(ms)	0.7	3.4	217.6	1581.3
		FPGA Execution time-HLS(ms)	0.30	0.64	5.89	18.51
treeCallableEngine	HWModel	CPU Execution time(ms)	1.4	3.5	155.2	1142.0
		FPGA Execution time-HLS(ms)	0.28	0.60	5.67	17.89