| Workload | Instrument type | Valuations/sec (single CP) | Valuations/sec (with zIIP offload) | |----------|----------------|----------------------------|--------------------------------------| | Vanilla swaps | 30Y USD IRS | 12,400 | 9,800 (CP) + 6,100 (zIIP) | | Exotic options | Asian + barrier | 1,850 | 1,200 (CP) + 2,700 (zIIP) | | CDS portfolio | 500 names, 5Y | 420 curves/sec | 300 curves/sec + 850 curves/sec (zIIP) |

Z Os Adcd 1.13 - 13 -

| Workload | Instrument type | Valuations/sec (single CP) | Valuations/sec (with zIIP offload) | |----------|----------------|----------------------------|--------------------------------------| | Vanilla swaps | 30Y USD IRS | 12,400 | 9,800 (CP) + 6,100 (zIIP) | | Exotic options | Asian + barrier | 1,850 | 1,200 (CP) + 2,700 (zIIP) | | CDS portfolio | 500 names, 5Y | 420 curves/sec | 300 curves/sec + 850 curves/sec (zIIP) |

Share

__privacy_notes__

We use our own and third party cookies to improve your browsing experience and our services. If you continue using our website is understood that you accept this cookie policy.

Powered by Chevereto media sharing software

%!s(int=2026) © %!d(string=True Thread)