Profiling - 2023.2 English

Vitis Libraries

Release Date
2023-12-20
Version
2023.2 English

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

Table 167 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 168 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