Return to the QuantLib source directory. The command uses the QL_VER variable that you exported when downloading the source archive:
cd ~/QuantLib-$QL_VER
Run the configure script with benchmark support enabled:
./configure \
--prefix=/usr/local \
--enable-benchmark \
--enable-parallel-unit-test-runner \
CFLAGS="-g -O2 -mcpu=native" \
CXXFLAGS="-g -O2 -mcpu=native"
This configuration installs QuantLib to /usr/local. It enables the benchmark executable and parallel test execution, and it applies CPU-specific optimization flags.
Compile using all available cores. The nproc command returns the number of processing units visible to the VM, so make -j$(nproc) keeps the build command portable across VM sizes:
make -j$(nproc)
The build may take 30–45 minutes on the Standard_D4ps_v5. If your SSH session might disconnect, set up tmux before running make — see
(Optional) Use tmux for remote builds
in the previous section.
After the build completes, install QuantLib into /usr/local and refresh the dynamic linker cache:
sudo make install
sudo ldconfig
Move to the test suite and check that the benchmark executable was created:
cd ~/QuantLib-$QL_VER/test-suite
ls quantlib-benchmark
You should see quantlib-benchmark in the output. You’ll use this executable in the next section.
You’ve now completed the installation of QuantLib after building it with support for benchmarking.
Next, you’ll run benchmarks on QuantLib with different sizes and thread counts.