/BlackScholes_bench

Benchmark computing Black Scholes formula using different technologies

Primary LanguagePythonMIT LicenseMIT

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