Throughput - 2024.1 English

Vitis Libraries

Release Date
2024-05-30
Version
2024.1 English

The demo application Makefile has a check target option which can be used to verify the output from the Binomial tree Kernel compared to CPU/Quantlib and the throughput.

For a one engine kernel with a tree height of 1024, obtain a throughput of approximately 0.7K option calculations per second.

For a four engine kernel with a tree height of 1024, obtain a throughput of approximately 2.7K option calculations per second.

Both these values are obtained when calculating 49 options (that is, the stock and volatility test grid). The values are the same, whether European or American option prices are being calculated.